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 | 0.53% | 102.20 % | 102.70 % | 500,000 | 500,000 | 133,024 | 133,024 | 135,931 USD | 136,613 USD | 99.61% | 99.61% |
15/05/2024 | 0.51% | 102.10 % | 102.60 % | 500,000 | 500,000 | 145,539 | 145,539 | 148,353 USD | 149,085 USD | 99.43% | 99.43% |
14/05/2024 | 0.51% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,477 | 145,477 | 147,902 USD | 148,635 USD | 98.95% | 98.95% |
13/05/2024 | 0.51% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,015 | 145,015 | 147,171 USD | 147,900 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 101.30 % | 101.80 % | 500,000 | 500,000 | 144,650 | 144,650 | 146,604 USD | 147,333 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 101.40 % | 101.90 % | 500,000 | 500,000 | 137,964 | 137,964 | 139,874 USD | 140,570 USD | 98.01% | 98.01% |
07/05/2024 | 0.51% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,240 | 145,240 | 147,268 USD | 147,999 USD | 99.44% | 99.44% |
06/05/2024 | 0.52% | 101.60 % | 102.10 % | 500,000 | 500,000 | 144,360 | 144,360 | 146,475 USD | 147,203 USD | 100.00% | 100.00% |
03/05/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 144,972 | 144,972 | 146,464 USD | 147,193 USD | 100.00% | 100.00% |
02/05/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,003 | 145,003 | 145,666 USD | 146,395 USD | 100.00% | 100.00% |