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 | 0.38% | 115.60 % | 116.00 % | 250,000 | 250,000 | 66,555 | 66,555 | 76,957 USD | 77,233 USD | 100.00% | 100.00% |
15/05/2024 | 0.37% | 115.10 % | 115.50 % | 250,000 | 250,000 | 72,407 | 72,407 | 82,581 USD | 82,873 USD | 100.00% | 100.00% |
14/05/2024 | 0.37% | 112.60 % | 113.00 % | 250,000 | 250,000 | 72,806 | 72,806 | 81,721 USD | 82,015 USD | 99.02% | 99.02% |
13/05/2024 | 0.37% | 112.10 % | 112.50 % | 250,000 | 250,000 | 72,500 | 72,500 | 81,079 USD | 81,370 USD | 100.00% | 100.00% |
10/05/2024 | 0.38% | 111.50 % | 111.90 % | 250,000 | 250,000 | 72,292 | 72,292 | 80,700 USD | 80,991 USD | 99.99% | 99.99% |
08/05/2024 | 0.38% | 111.40 % | 111.80 % | 250,000 | 250,000 | 69,451 | 69,451 | 77,494 USD | 77,774 USD | 98.26% | 98.26% |
07/05/2024 | 0.38% | 111.50 % | 111.90 % | 250,000 | 250,000 | 72,498 | 72,498 | 80,818 USD | 81,110 USD | 99.65% | 99.65% |
06/05/2024 | 0.38% | 112.10 % | 112.50 % | 250,000 | 250,000 | 72,159 | 72,159 | 80,506 USD | 80,798 USD | 100.00% | 100.00% |
03/05/2024 | 0.38% | 109.50 % | 109.90 % | 250,000 | 250,000 | 72,300 | 72,300 | 79,103 USD | 79,394 USD | 99.88% | 99.88% |
02/05/2024 | 0.39% | 107.40 % | 107.80 % | 250,000 | 250,000 | 72,447 | 72,447 | 77,409 USD | 77,701 USD | 99.98% | 99.98% |