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 | 0.83% | 96.50 % | 97.30 % | 200,000 | 200,000 | 121,641 | 121,641 | 117,160 USD | 118,133 USD | 99.74% | 99.74% |
15/05/2024 | 1.03% | 96.00 % | 97.00 % | 200,000 | 200,000 | 121,976 | 121,976 | 117,639 USD | 118,863 USD | 99.41% | 99.41% |
14/05/2024 | 1.04% | 96.80 % | 97.80 % | 200,000 | 200,000 | 121,990 | 121,990 | 117,262 USD | 118,485 USD | 98.96% | 98.96% |
13/05/2024 | 0.83% | 96.30 % | 97.10 % | 200,000 | 200,000 | 121,380 | 121,380 | 116,403 USD | 117,374 USD | 99.41% | 99.41% |
10/05/2024 | 0.84% | 96.40 % | 97.20 % | 200,000 | 200,000 | 121,706 | 121,706 | 117,950 USD | 118,938 USD | 99.84% | 99.84% |
08/05/2024 | 1.04% | 96.90 % | 97.90 % | 200,000 | 200,000 | 120,476 | 120,476 | 116,612 USD | 117,826 USD | 98.14% | 98.14% |
07/05/2024 | 1.04% | 97.20 % | 98.20 % | 200,000 | 200,000 | 121,965 | 121,965 | 118,684 USD | 119,917 USD | 99.45% | 99.45% |
06/05/2024 | 0.82% | 97.50 % | 98.30 % | 200,000 | 200,000 | 121,851 | 121,851 | 119,065 USD | 120,045 USD | 100.00% | 100.00% |
03/05/2024 | 0.88% | 97.00 % | 97.80 % | 200,000 | 200,000 | 121,816 | 121,816 | 118,374 USD | 119,412 USD | 99.99% | 99.99% |
02/05/2024 | 1.03% | 97.00 % | 98.00 % | 200,000 | 200,000 | 121,851 | 121,851 | 118,480 USD | 119,704 USD | 100.00% | 100.00% |