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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.22% | 40.42 % | 40.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 101,432 USD | 102,682 USD | 99.89% | 99.89% |
20/11/2024 | 1.21% | 40.47 % | 40.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,290 USD | 103,540 USD | 99.86% | 99.86% |
19/11/2024 | 1.24% | 41.22 % | 41.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 100,541 USD | 101,791 USD | 99.53% | 99.53% |
18/11/2024 | 1.29% | 39.60 % | 40.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,117 USD | 97,367 USD | 99.95% | 99.95% |
15/11/2024 | 1.33% | 37.55 % | 38.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 93,647 USD | 94,897 USD | 99.94% | 99.94% |
14/11/2024 | 1.38% | 35.99 % | 36.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,077 USD | 91,327 USD | 99.81% | 99.81% |
13/11/2024 | 1.34% | 36.69 % | 37.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 92,479 USD | 93,729 USD | 99.81% | 99.81% |
12/11/2024 | 1.32% | 36.86 % | 37.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,206 USD | 95,456 USD | 99.90% | 99.90% |
11/11/2024 | 1.27% | 38.75 % | 39.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,507 USD | 98,757 USD | 100.00% | 100.00% |
08/11/2024 | 1.25% | 39.15 % | 39.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 99,505 USD | 100,755 USD | 99.92% | 99.92% |