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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.52% | 105.65 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,250 USD | 531,000 USD | 94.61% | 94.61% |
27/11/2024 | 0.52% | 105.55 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,750 USD | 530,500 USD | 100.00% | 100.00% |
26/11/2024 | 0.52% | 105.50 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,362 USD | 530,112 USD | 97.35% | 97.35% |
25/11/2024 | 0.52% | 105.35 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,580 USD | 529,330 USD | 99.08% | 99.08% |
22/11/2024 | 0.52% | 105.10 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,458 USD | 528,208 USD | 99.37% | 99.37% |
20/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,126 USD | 527,876 USD | 96.93% | 96.93% |
19/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,424 USD | 527,174 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 104.85 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,236 USD | 526,986 USD | 99.36% | 99.36% |
15/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,911 USD | 527,661 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,201 USD | 527,951 USD | 99.33% | 99.33% |