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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.47% | 105.67 % | 106.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,175 USD | 265,425 USD | 100.00% | 100.00% |
27/11/2024 | 0.47% | 105.67 % | 106.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,175 USD | 265,425 USD | 99.72% | 99.72% |
26/11/2024 | 0.47% | 105.63 % | 106.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,075 USD | 265,325 USD | 100.00% | 100.00% |
25/11/2024 | 0.47% | 105.60 % | 106.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,000 USD | 265,250 USD | 100.00% | 100.00% |
22/11/2024 | 0.47% | 105.59 % | 106.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,975 USD | 265,225 USD | 100.00% | 100.00% |
20/11/2024 | 0.47% | 105.53 % | 106.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,825 USD | 265,075 USD | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.52 % | 106.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,794 USD | 265,044 USD | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.50 % | 106.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,750 USD | 265,000 USD | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.49 % | 105.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,725 USD | 264,975 USD | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.47 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,675 USD | 264,925 USD | 100.00% | 100.00% |