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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 2.01 USD | 2.02 USD | 50,000 | 50,000 | 49,531 | 49,531 | 99,795 USD | 100,291 USD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 1.99 USD | 2.00 USD | 50,000 | 50,000 | 49,529 | 49,529 | 98,870 USD | 99,365 USD | 99.51% | 99.51% |
18/11/2024 | 0.52% | 2.00 USD | 2.01 USD | 50,000 | 50,000 | 49,534 | 49,532 | 96,915 USD | 97,407 USD | 100.00% | 100.00% |
15/11/2024 | 0.51% | 1.98 USD | 1.99 USD | 50,000 | 50,000 | 50,000 | 50,000 | 98,331 USD | 98,831 USD | 81.89% | 81.89% |
14/11/2024 | 0.51% | 1.99 USD | 2.00 USD | 50,000 | 50,000 | 49,531 | 49,531 | 98,405 USD | 98,901 USD | 100.00% | 100.00% |
13/11/2024 | 0.51% | 1.97 USD | 1.98 USD | 50,000 | 50,000 | 49,530 | 49,529 | 97,557 USD | 98,051 USD | 99.69% | 99.69% |
12/11/2024 | 0.51% | 1.96 USD | 1.97 USD | 50,000 | 50,000 | 49,532 | 49,531 | 98,045 USD | 98,539 USD | 100.00% | 100.00% |
11/11/2024 | 0.51% | 1.97 USD | 1.98 USD | 50,000 | 50,000 | 49,532 | 49,531 | 98,839 USD | 99,333 USD | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.02 USD | 2.03 USD | 50,000 | 50,000 | 49,532 | 49,531 | 101,461 USD | 101,955 USD | 100.00% | 100.00% |
07/11/2024 | 0.49% | 2.07 USD | 2.08 USD | 50,000 | 50,000 | 49,531 | 49,531 | 101,537 USD | 102,033 USD | 100.00% | 100.00% |