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 | 0.46% | 91.40 % | 91.80 % | 250,000 | 250,000 | 72,265 | 72,265 | 65,563 USD | 65,854 USD | 99.90% | 99.90% |
15/05/2024 | 0.45% | 90.70 % | 91.10 % | 250,000 | 250,000 | 72,387 | 72,387 | 66,018 USD | 66,310 USD | 99.99% | 99.99% |
14/05/2024 | 0.46% | 93.00 % | 93.40 % | 250,000 | 250,000 | 72,985 | 72,985 | 66,670 USD | 66,963 USD | 99.02% | 99.02% |
13/05/2024 | 0.46% | 90.50 % | 90.90 % | 250,000 | 250,000 | 71,502 | 71,502 | 64,367 USD | 64,654 USD | 99.41% | 99.41% |
10/05/2024 | 0.47% | 88.20 % | 88.60 % | 250,000 | 250,000 | 72,148 | 72,148 | 64,418 USD | 64,709 USD | 100.00% | 100.00% |
08/05/2024 | 0.46% | 90.70 % | 91.10 % | 250,000 | 250,000 | 69,179 | 69,179 | 62,576 USD | 62,855 USD | 98.12% | 98.12% |
07/05/2024 | 0.45% | 93.00 % | 93.40 % | 250,000 | 250,000 | 72,365 | 72,365 | 67,265 USD | 67,557 USD | 99.47% | 99.47% |
06/05/2024 | 0.44% | 94.00 % | 94.40 % | 250,000 | 250,000 | 72,421 | 72,421 | 68,597 USD | 68,889 USD | 100.00% | 100.00% |
03/05/2024 | 0.45% | 92.30 % | 92.70 % | 250,000 | 250,000 | 72,111 | 72,111 | 67,221 USD | 67,511 USD | 99.83% | 99.83% |
02/05/2024 | 0.44% | 92.30 % | 92.70 % | 250,000 | 250,000 | 72,370 | 72,370 | 67,030 USD | 67,321 USD | 99.94% | 99.94% |