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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,361 USD | 513,861 USD | 99.38% | 99.38% |
16/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,242 USD | 509,742 USD | 99.15% | 99.15% |
15/05/2024 | 0.50% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,657 USD | 505,157 USD | 99.38% | 99.38% |
14/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,207 USD | 501,707 USD | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,210 USD | 501,710 USD | 98.83% | 98.83% |
10/05/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,106 USD | 499,606 USD | 99.38% | 99.38% |
08/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,729 USD | 493,229 USD | 99.38% | 99.38% |
07/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,800 USD | 489,300 USD | 97.38% | 97.38% |
06/05/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,409 USD | 485,909 USD | 99.38% | 99.38% |
03/05/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,416 USD | 482,916 USD | 99.37% | 99.37% |