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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.41% | 100.70 % | 101.10 % | 250,000 | 250,000 | 73,651 | 73,651 | 73,941 USD | 74,238 USD | 100.00% | 100.00% |
14/05/2024 | 0.40% | 99.80 % | 100.20 % | 250,000 | 250,000 | 74,474 | 74,474 | 74,307 USD | 74,605 USD | 98.94% | 98.94% |
13/05/2024 | 0.40% | 99.80 % | 100.20 % | 250,000 | 250,000 | 74,162 | 74,162 | 74,045 USD | 74,342 USD | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.60 % | 100.00 % | 250,000 | 250,000 | 74,122 | 74,122 | 73,954 USD | 74,251 USD | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.20 % | 99.60 % | 250,000 | 250,000 | 71,020 | 71,020 | 70,420 USD | 70,704 USD | 98.26% | 98.26% |
07/05/2024 | 0.40% | 99.50 % | 99.90 % | 250,000 | 250,000 | 74,217 | 74,217 | 73,785 USD | 74,082 USD | 99.89% | 99.89% |
06/05/2024 | 0.40% | 99.00 % | 99.40 % | 250,000 | 250,000 | 74,134 | 74,134 | 73,382 USD | 73,679 USD | 100.00% | 100.00% |
03/05/2024 | 0.41% | 98.20 % | 98.60 % | 250,000 | 250,000 | 74,105 | 74,105 | 72,838 USD | 73,135 USD | 99.96% | 99.96% |
02/05/2024 | 0.41% | 97.30 % | 97.70 % | 250,000 | 250,000 | 75,143 | 75,143 | 73,067 USD | 73,368 USD | 98.11% | 98.11% |
30/04/2024 | 0.41% | 97.70 % | 98.10 % | 250,000 | 250,000 | 74,143 | 74,143 | 72,709 USD | 73,006 USD | 99.99% | 99.99% |