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 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,780 USD | 489,890 USD | 99.37% | 99.37% |
15/05/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,957 USD | 493,478 USD | 99.36% | 99.36% |
14/05/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,891 USD | 494,946 USD | 99.37% | 99.37% |
13/05/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,107 USD | 494,053 USD | 99.37% | 99.37% |
10/05/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,755 USD | 493,378 USD | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,875 USD | 491,937 USD | 99.37% | 99.37% |
07/05/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,059 USD | 491,029 USD | 99.37% | 99.37% |
06/05/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,268 USD | 492,134 USD | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 499,983 | 982,876 USD | 493,921 USD | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,542 USD | 495,271 USD | 99.37% | 99.37% |