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% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,264 | 144,264 | 142,376 USD | 143,102 USD | 99.51% | 99.51% |
15/05/2024 | 0.53% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,439 | 145,439 | 143,736 USD | 144,467 USD | 99.44% | 99.44% |
14/05/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,836 | 145,836 | 144,163 USD | 144,896 USD | 98.92% | 98.92% |
13/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,130 | 145,130 | 143,210 USD | 143,939 USD | 100.00% | 100.00% |
10/05/2024 | 0.53% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,440 | 144,440 | 142,831 USD | 143,559 USD | 100.00% | 100.00% |
08/05/2024 | 0.53% | 99.00 % | 99.50 % | 500,000 | 500,000 | 137,917 | 137,917 | 136,322 USD | 137,017 USD | 98.01% | 98.01% |
07/05/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,596 | 145,596 | 143,269 USD | 144,001 USD | 99.51% | 99.51% |
06/05/2024 | 0.53% | 98.40 % | 98.90 % | 500,000 | 500,000 | 145,133 | 145,133 | 142,472 USD | 143,201 USD | 100.00% | 100.00% |
03/05/2024 | 0.54% | 97.70 % | 98.20 % | 500,000 | 500,000 | 144,735 | 144,735 | 141,039 USD | 141,768 USD | 100.00% | 100.00% |
02/05/2024 | 0.53% | 97.20 % | 97.70 % | 500,000 | 500,000 | 145,130 | 145,130 | 140,510 USD | 141,239 USD | 100.00% | 100.00% |