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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.52% | 98.40 % | 98.90 % | 500,000 | 500,000 | 145,129 | 145,129 | 142,620 USD | 143,349 USD | 100.00% | 100.00% |
23/05/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 142,671 | 142,671 | 140,308 USD | 141,024 USD | 98.90% | 98.90% |
22/05/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,140 | 145,140 | 143,273 USD | 144,002 USD | 100.00% | 100.00% |
21/05/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 146,263 | 146,263 | 144,412 USD | 145,146 USD | 97.47% | 97.47% |
17/05/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,412 | 145,412 | 143,423 USD | 144,152 USD | 99.73% | 99.73% |
16/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,288 | 144,288 | 142,251 USD | 142,976 USD | 99.61% | 99.61% |
15/05/2024 | 0.54% | 98.10 % | 98.60 % | 500,000 | 500,000 | 135,831 | 135,831 | 133,747 USD | 134,440 USD | 99.43% | 99.43% |
14/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,800 | 145,800 | 143,904 USD | 144,637 USD | 98.84% | 98.84% |
13/05/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,130 | 144,263 | 143,525 USD | 143,394 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 147,439 | 147,439 | 145,628 USD | 146,368 USD | 97.63% | 97.63% |