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 | 0.15% | 66.18 % | 66.28 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 663,418 USD | 664,418 USD | 100.00% | 100.00% |
19/11/2024 | 0.15% | 66.24 % | 66.34 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 661,699 USD | 662,699 USD | 100.00% | 100.00% |
18/11/2024 | 0.15% | 66.04 % | 66.14 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 658,785 USD | 659,785 USD | 100.00% | 100.00% |
15/11/2024 | 0.15% | 65.14 % | 65.24 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 652,843 USD | 653,843 USD | 100.00% | 100.00% |
14/11/2024 | 0.15% | 65.35 % | 65.45 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 653,150 USD | 654,150 USD | 100.00% | 100.00% |
13/11/2024 | 0.15% | 66.54 % | 66.64 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 667,604 USD | 668,604 USD | 100.00% | 100.00% |
12/11/2024 | 0.15% | 66.83 % | 66.93 % | 895,000 | 1,000,000 | 924,769 | 1,000,000 | 617,057 USD | 668,296 USD | 100.00% | 100.00% |
11/11/2024 | 0.15% | 68.30 % | 68.40 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 683,993 USD | 684,993 USD | 100.00% | 100.00% |
08/11/2024 | 0.14% | 69.39 % | 69.49 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 695,584 USD | 696,584 USD | 100.00% | 100.00% |
07/11/2024 | 0.14% | 70.13 % | 70.23 % | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 699,542 USD | 700,542 USD | 100.00% | 100.00% |