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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.82% | 102.90 % | 103.70 % | 500,000 | 500,000 | 143,754 | 143,742 | 146,540 USD | 147,685 USD | 99.62% | 99.62% |
23/05/2024 | 0.82% | 101.30 % | 102.10 % | 500,000 | 500,000 | 142,273 | 142,273 | 144,656 USD | 145,803 USD | 99.24% | 99.24% |
22/05/2024 | 1.01% | 101.70 % | 102.70 % | 500,000 | 500,000 | 144,955 | 144,955 | 147,087 USD | 148,545 USD | 100.00% | 100.00% |
21/05/2024 | 1.01% | 100.90 % | 101.90 % | 500,000 | 500,000 | 146,577 | 146,577 | 148,951 USD | 150,423 USD | 96.92% | 96.92% |
17/05/2024 | 0.84% | 100.00 % | 100.80 % | 500,000 | 500,000 | 144,534 | 144,534 | 143,256 USD | 144,422 USD | 100.00% | 100.00% |
16/05/2024 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 143,724 | 143,724 | 144,857 USD | 146,014 USD | 99.32% | 99.32% |
15/05/2024 | 1.03% | 101.20 % | 102.20 % | 500,000 | 500,000 | 145,014 | 145,014 | 146,103 USD | 147,563 USD | 99.43% | 99.43% |
14/05/2024 | 1.03% | 100.10 % | 101.10 % | 500,000 | 500,000 | 145,968 | 145,968 | 145,234 USD | 146,698 USD | 98.63% | 98.63% |
13/05/2024 | 0.83% | 99.80 % | 100.60 % | 500,000 | 500,000 | 144,754 | 144,754 | 144,682 USD | 145,849 USD | 100.00% | 100.00% |
10/05/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 145,114 | 145,114 | 145,918 USD | 147,086 USD | 100.00% | 100.00% |