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% | 98.50 % | 99.00 % | 500,000 | 500,000 | 143,691 | 143,691 | 141,708 USD | 142,430 USD | 99.45% | 99.45% |
15/05/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,670 | 145,670 | 143,256 USD | 143,988 USD | 99.43% | 99.43% |
14/05/2024 | 0.53% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,742 | 145,742 | 142,461 USD | 143,194 USD | 98.92% | 98.92% |
13/05/2024 | 0.52% | 97.70 % | 98.20 % | 500,000 | 500,000 | 145,126 | 145,126 | 142,044 USD | 142,774 USD | 100.00% | 100.00% |
10/05/2024 | 0.52% | 97.90 % | 98.40 % | 500,000 | 500,000 | 145,117 | 145,117 | 142,460 USD | 143,189 USD | 100.00% | 100.00% |
08/05/2024 | 0.53% | 98.20 % | 98.70 % | 500,000 | 500,000 | 138,576 | 138,576 | 135,809 USD | 136,505 USD | 98.01% | 98.01% |
07/05/2024 | 0.53% | 97.80 % | 98.30 % | 500,000 | 500,000 | 145,657 | 145,657 | 142,115 USD | 142,847 USD | 99.45% | 99.45% |
06/05/2024 | 0.54% | 97.10 % | 97.60 % | 500,000 | 500,000 | 144,898 | 144,898 | 140,424 USD | 141,153 USD | 100.00% | 100.00% |
03/05/2024 | 0.54% | 96.40 % | 96.90 % | 500,000 | 500,000 | 145,134 | 145,134 | 139,400 USD | 140,130 USD | 100.00% | 100.00% |
02/05/2024 | 0.54% | 95.00 % | 95.50 % | 500,000 | 500,000 | 145,133 | 145,133 | 137,654 USD | 138,383 USD | 100.00% | 100.00% |