Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,840 | 145,840 | 144,521 USD | 145,255 USD | 98.92% | 98.92% |
14/05/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,714 | 145,714 | 143,246 USD | 143,978 USD | 98.94% | 98.94% |
13/05/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,101 | 145,101 | 143,796 USD | 144,525 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,767 | 144,767 | 143,914 USD | 144,643 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 138,928 | 138,928 | 137,377 USD | 138,075 USD | 98.11% | 98.11% |
07/05/2024 | 0.53% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,518 | 145,518 | 143,355 USD | 144,086 USD | 99.51% | 99.51% |
06/05/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,131 | 145,131 | 142,822 USD | 143,552 USD | 100.00% | 100.00% |
03/05/2024 | 0.53% | 97.60 % | 98.10 % | 500,000 | 500,000 | 144,722 | 144,722 | 141,315 USD | 142,044 USD | 99.98% | 99.98% |
02/05/2024 | 0.57% | 97.80 % | 98.30 % | 500,000 | 500,000 | 142,781 | 142,781 | 139,211 USD | 139,938 USD | 100.00% | 100.00% |
30/04/2024 | 0.53% | 97.90 % | 98.40 % | 500,000 | 500,000 | 145,794 | 145,794 | 143,109 USD | 143,842 USD | 99.24% | 99.24% |