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% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,708 USD | 498,208 USD | 99.36% | 99.36% |
15/05/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,258 USD | 496,758 USD | 99.36% | 99.36% |
14/05/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,687 USD | 496,187 USD | 99.37% | 99.37% |
13/05/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,784 USD | 496,284 USD | 99.36% | 99.36% |
10/05/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,060 USD | 496,560 USD | 99.36% | 99.36% |
08/05/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,576 USD | 496,076 USD | 99.36% | 99.36% |
07/05/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,483 USD | 495,983 USD | 99.37% | 99.37% |
06/05/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,886 USD | 495,386 USD | 99.36% | 99.36% |
03/05/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,349 USD | 493,849 USD | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,514 USD | 492,014 USD | 99.37% | 99.37% |