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 | 1.33% | 96.89 % | 98.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,938 USD | 492,438 USD | 99.99% | 99.99% |
19/11/2024 | 1.33% | 96.95 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,850 USD | 491,350 USD | 89.36% | 89.36% |
18/11/2024 | 1.33% | 97.44 % | 98.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,704 USD | 493,204 USD | 99.67% | 99.67% |
15/11/2024 | 1.32% | 97.33 % | 98.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,662 USD | 494,162 USD | 100.00% | 100.00% |
14/11/2024 | 1.32% | 97.15 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,588 USD | 496,088 USD | 6.07% | 6.07% |
13/11/2024 | 1.32% | 98.13 % | 99.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,747 USD | 496,247 USD | 100.00% | 100.00% |
12/11/2024 | 1.31% | 98.07 % | 99.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,783 USD | 499,283 USD | 98.70% | 98.70% |
11/11/2024 | 1.30% | 99.39 % | 100.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,303 USD | 503,803 USD | 100.00% | 100.00% |
08/11/2024 | 1.30% | 98.84 % | 100.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,335 USD | 501,835 USD | 99.84% | 99.84% |
07/11/2024 | 1.30% | 99.71 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,520 USD | 505,020 USD | 100.00% | 100.00% |