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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.82% | 101.10 % | 101.90 % | 500,000 | 500,000 | 144,176 | 144,176 | 145,787 USD | 146,948 USD | 99.73% | 99.73% |
15/05/2024 | 1.02% | 101.00 % | 102.00 % | 500,000 | 500,000 | 145,675 | 145,675 | 147,052 USD | 148,516 USD | 99.43% | 99.43% |
14/05/2024 | 1.02% | 100.80 % | 101.80 % | 500,000 | 500,000 | 146,057 | 146,057 | 147,206 USD | 148,674 USD | 99.04% | 99.04% |
13/05/2024 | 0.82% | 100.90 % | 101.70 % | 500,000 | 500,000 | 145,128 | 145,128 | 146,397 USD | 147,565 USD | 100.00% | 100.00% |
10/05/2024 | 0.82% | 100.80 % | 101.60 % | 500,000 | 500,000 | 145,119 | 145,119 | 146,316 USD | 147,484 USD | 100.00% | 100.00% |
08/05/2024 | 1.02% | 100.50 % | 101.50 % | 500,000 | 500,000 | 138,871 | 138,871 | 139,557 USD | 140,953 USD | 98.26% | 98.26% |
07/05/2024 | 1.02% | 100.60 % | 101.60 % | 500,000 | 500,000 | 145,136 | 145,136 | 146,005 USD | 147,464 USD | 100.00% | 100.00% |
06/05/2024 | 0.83% | 100.60 % | 101.40 % | 500,000 | 500,000 | 145,132 | 145,132 | 145,924 USD | 147,092 USD | 100.00% | 100.00% |
03/05/2024 | 0.88% | 100.40 % | 101.20 % | 500,000 | 500,000 | 145,138 | 145,138 | 145,668 USD | 146,862 USD | 100.00% | 100.00% |
02/05/2024 | 1.03% | 99.90 % | 100.90 % | 500,000 | 500,000 | 145,140 | 145,140 | 144,987 USD | 146,445 USD | 100.00% | 100.00% |