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 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,328 USD | 497,164 USD | 99.37% | 99.37% |
15/05/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,227 USD | 493,613 USD | 99.37% | 99.37% |
14/05/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,462 USD | 490,731 USD | 99.37% | 99.37% |
13/05/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,697 USD | 491,849 USD | 99.38% | 99.38% |
10/05/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 499,933 | 979,422 USD | 492,145 USD | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,188 USD | 492,094 USD | 99.38% | 99.38% |
07/05/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,832 USD | 491,916 USD | 99.38% | 99.38% |
06/05/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,260 USD | 491,130 USD | 99.37% | 99.37% |
03/05/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,399 USD | 483,699 USD | 99.37% | 99.37% |
02/05/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,271 USD | 481,135 USD | 99.38% | 99.38% |