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 | 8.46% | 23.40 % | 25.50 % | 750,000 | 750,000 | 220,515 | 220,515 | 51,758 USD | 56,327 USD | 99.01% | 99.01% |
19/11/2024 | 8.11% | 24.30 % | 26.30 % | 750,000 | 750,000 | 220,886 | 220,886 | 54,209 USD | 58,748 USD | 100.00% | 100.00% |
18/11/2024 | 8.62% | 24.30 % | 26.40 % | 750,000 | 750,000 | 219,787 | 219,787 | 52,299 USD | 56,931 USD | 99.77% | 99.77% |
15/11/2024 | 8.38% | 22.90 % | 25.00 % | 750,000 | 750,000 | 215,542 | 215,542 | 50,908 USD | 55,507 USD | 99.03% | 99.03% |
14/11/2024 | 7.84% | 27.00 % | 28.90 % | 750,000 | 750,000 | 218,548 | 218,548 | 57,576 USD | 62,237 USD | 99.10% | 99.10% |
13/11/2024 | 7.87% | 27.50 % | 29.50 % | 750,000 | 750,000 | 217,267 | 217,267 | 59,479 USD | 64,129 USD | 100.00% | 100.00% |
12/11/2024 | 7.64% | 27.30 % | 29.50 % | 750,000 | 750,000 | 217,242 | 217,242 | 60,248 USD | 64,830 USD | 100.00% | 100.00% |
11/11/2024 | 6.95% | 28.30 % | 30.30 % | 750,000 | 750,000 | 217,476 | 217,476 | 63,815 USD | 68,308 USD | 99.87% | 99.87% |
08/11/2024 | 6.52% | 31.30 % | 33.30 % | 750,000 | 750,000 | 217,248 | 217,248 | 71,423 USD | 76,026 USD | 100.00% | 100.00% |
07/11/2024 | 6.25% | 35.50 % | 37.60 % | 750,000 | 750,000 | 216,603 | 216,603 | 78,616 USD | 83,321 USD | 98.60% | 98.60% |