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 | 0.51% | 97.64 % | 98.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,200 USD | 490,700 USD | 100.00% | 100.00% |
19/11/2024 | 0.51% | 97.63 % | 98.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,197 USD | 490,697 USD | 89.36% | 89.36% |
18/11/2024 | 0.51% | 97.62 % | 98.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,107 USD | 490,607 USD | 87.56% | 87.56% |
15/11/2024 | 0.51% | 97.61 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,032 USD | 490,532 USD | 33.86% | 33.86% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |
13/11/2024 | 0.51% | 97.58 % | 98.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,900 USD | 490,400 USD | 18.87% | 18.87% |
12/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |
11/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |
08/11/2024 | 0.51% | 97.54 % | 98.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,463 USD | 491,963 USD | 92.77% | 92.77% |
07/11/2024 | 0.51% | 98.03 % | 98.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,128 USD | 493,628 USD | 100.00% | 100.00% |