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 | 1.03% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,200 USD | 27,470 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,825 USD | 28,104 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 99.85 % | 100.90 % | 100,000 | 100,000 | 27,300 | 27,300 | 27,259 USD | 27,536 USD | 97.53% | 97.53% |
15/11/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,043 USD | 27,304 USD | 98.77% | 98.77% |
14/11/2024 | 0.96% | 99.85 % | 100.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,934 USD | 27,204 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 99.95 % | 100.90 % | 100,000 | 100,000 | 28,921 | 28,921 | 28,903 USD | 29,182 USD | 89.17% | 89.17% |
12/11/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,123 USD | 27,392 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 99.85 % | 100.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,985 USD | 10,090 USD | 88.22% | 88.22% |
08/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,128 USD | 27,402 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.95 % | 100.90 % | 100,000 | 100,000 | 24,033 | 24,033 | 24,014 USD | 24,253 USD | 93.61% | 93.61% |