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 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,407 USD | 491,203 USD | 97.53% | 97.53% |
15/05/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,890 USD | 492,445 USD | 99.38% | 99.38% |
14/05/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,344 USD | 492,672 USD | 99.03% | 99.03% |
13/05/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,631 USD | 492,815 USD | 99.06% | 99.06% |
10/05/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,438 USD | 492,719 USD | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,921 USD | 490,461 USD | 99.37% | 99.37% |
07/05/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,040 USD | 493,020 USD | 98.00% | 98.00% |
06/05/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,457 USD | 494,229 USD | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,210 USD | 492,105 USD | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,452 USD | 491,226 USD | 99.38% | 99.38% |