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 | 0.53% | 1.90 USD | 1.91 USD | 200,000 | 15,700 | 198,372 | 15,653 | 374,455 USD | 29,705 USD | 98.44% | 99.93% |
19/11/2024 | 0.54% | 1.86 USD | 1.87 USD | 200,000 | 15,700 | 198,106 | 15,633 | 369,616 USD | 29,324 USD | 98.59% | 99.95% |
18/11/2024 | 0.53% | 1.89 USD | 1.90 USD | 200,000 | 15,700 | 198,470 | 15,662 | 377,694 USD | 29,962 USD | 98.39% | 99.94% |
15/11/2024 | 0.52% | 1.91 USD | 1.92 USD | 200,000 | 15,700 | 200,000 | 15,700 | 382,724 USD | 30,201 USD | 81.17% | 82.00% |
14/11/2024 | 0.52% | 1.91 USD | 1.92 USD | 200,000 | 15,700 | 198,660 | 15,675 | 381,861 USD | 30,287 USD | 99.30% | 99.95% |
13/11/2024 | 0.54% | 1.88 USD | 1.89 USD | 200,000 | 15,700 | 198,920 | 15,695 | 371,112 USD | 29,438 USD | 97.97% | 99.73% |
12/11/2024 | 0.54% | 1.86 USD | 1.87 USD | 200,000 | 15,700 | 198,297 | 15,647 | 367,790 USD | 29,178 USD | 98.82% | 99.93% |
11/11/2024 | 0.55% | 1.84 USD | 1.85 USD | 200,000 | 15,700 | 198,481 | 15,662 | 363,792 USD | 28,864 USD | 98.38% | 99.93% |
08/11/2024 | 0.57% | 1.78 USD | 1.79 USD | 200,000 | 15,700 | 198,124 | 15,634 | 349,774 USD | 27,759 USD | 98.58% | 99.94% |
07/11/2024 | 0.56% | 1.77 USD | 1.78 USD | 200,000 | 15,700 | 198,790 | 15,685 | 355,963 USD | 28,244 USD | 98.21% | 99.93% |