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 | 0.84% | 93.80 % | 94.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,722 USD | 238,722 USD | 100.00% | 100.00% |
19/11/2024 | 0.85% | 94.26 % | 95.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,624 USD | 236,624 USD | 99.85% | 99.85% |
18/11/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,290 USD | 237,290 USD | 100.00% | 100.00% |
15/11/2024 | 0.83% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,762 USD | 240,762 USD | 96.87% | 96.87% |
14/11/2024 | 0.80% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,298 USD | 250,298 USD | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,018 USD | 249,018 USD | 99.94% | 99.94% |
12/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,146 USD | 248,146 USD | 99.99% | 99.99% |
11/11/2024 | 0.80% | 98.69 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,632 USD | 249,632 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,829 USD | 250,829 USD | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,299 USD | 250,299 USD | 99.92% | 99.92% |