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 | 0.59% | 101.30 % | 101.90 % | 500,000 | 500,000 | 499,447 | 499,447 | 506,068 USD | 509,065 USD | 99.88% | 99.88% |
15/05/2024 | 0.60% | 101.20 % | 101.80 % | 500,000 | 500,000 | 498,329 | 498,329 | 502,973 USD | 505,965 USD | 98.85% | 98.85% |
14/05/2024 | 0.60% | 100.60 % | 101.20 % | 500,000 | 500,000 | 499,997 | 499,997 | 502,250 USD | 505,250 USD | 98.94% | 98.94% |
13/05/2024 | 0.60% | 100.50 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,537 USD | 505,537 USD | 99.66% | 99.66% |
10/05/2024 | 0.59% | 100.50 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,723 USD | 505,723 USD | 100.00% | 100.00% |
08/05/2024 | 0.60% | 100.10 % | 100.70 % | 500,000 | 500,000 | 499,912 | 499,912 | 499,972 USD | 502,972 USD | 97.42% | 97.42% |
07/05/2024 | 0.60% | 99.80 % | 100.40 % | 500,000 | 500,000 | 499,862 | 499,862 | 498,416 USD | 501,415 USD | 99.78% | 99.78% |
06/05/2024 | 0.60% | 99.40 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,342 USD | 500,342 USD | 100.00% | 100.00% |
03/05/2024 | 0.60% | 99.30 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,233 USD | 499,233 USD | 99.98% | 99.98% |
02/05/2024 | 0.61% | 98.70 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,274 USD | 497,274 USD | 100.00% | 100.00% |