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 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 143,645 | 143,645 | 142,391 USD | 143,113 USD | 99.44% | 99.44% |
15/05/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,679 | 145,679 | 144,183 USD | 144,915 USD | 99.42% | 99.42% |
14/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,737 | 145,737 | 143,465 USD | 144,198 USD | 98.93% | 98.93% |
13/05/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,126 | 145,126 | 142,843 USD | 143,573 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 98.40 % | 98.90 % | 500,000 | 500,000 | 145,117 | 145,117 | 143,072 USD | 143,801 USD | 100.00% | 100.00% |
08/05/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 138,581 | 138,581 | 136,389 USD | 137,086 USD | 98.00% | 98.00% |
07/05/2024 | 0.52% | 98.40 % | 98.90 % | 500,000 | 500,000 | 145,659 | 145,659 | 142,994 USD | 143,726 USD | 99.45% | 99.45% |
06/05/2024 | 0.53% | 97.80 % | 98.30 % | 500,000 | 500,000 | 144,899 | 144,899 | 141,428 USD | 142,158 USD | 100.00% | 100.00% |
03/05/2024 | 0.53% | 97.10 % | 97.60 % | 500,000 | 500,000 | 145,134 | 145,134 | 140,530 USD | 141,259 USD | 100.00% | 100.00% |
02/05/2024 | 0.54% | 95.80 % | 96.30 % | 500,000 | 500,000 | 145,133 | 145,133 | 138,899 USD | 139,628 USD | 100.00% | 100.00% |