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 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,036 USD | 513,536 USD | 99.15% | 99.15% |
15/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,325 USD | 508,825 USD | 99.38% | 99.38% |
14/05/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,651 USD | 505,151 USD | 99.39% | 99.39% |
13/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,585 USD | 505,085 USD | 98.82% | 98.82% |
10/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,656 USD | 503,156 USD | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,896 USD | 497,396 USD | 99.38% | 99.38% |
07/05/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,537 USD | 494,037 USD | 97.35% | 97.35% |
06/05/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,790 USD | 491,290 USD | 99.38% | 99.38% |
03/05/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,239 USD | 488,739 USD | 99.37% | 99.37% |
02/05/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,286 USD | 487,786 USD | 99.32% | 99.32% |