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 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,828 USD | 27,101 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,437 USD | 27,716 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 27,300 | 27,300 | 26,853 USD | 27,126 USD | 97.53% | 97.53% |
15/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,646 USD | 26,917 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,555 USD | 26,824 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 28,260 | 28,260 | 27,836 USD | 28,119 USD | 92.40% | 92.40% |
12/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,751 USD | 27,022 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.50 % | 99.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,850 USD | 9,950 USD | 88.22% | 88.22% |
08/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,739 USD | 27,011 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 24,035 | 24,035 | 23,663 USD | 23,903 USD | 93.67% | 93.67% |