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 | 0.89% | 111.17 % | 112.17 % | 250,000 | 50,000 | 250,000 | 50,000 | 278,210 USD | 56,142 USD | 99.50% | 99.50% |
19/11/2024 | 0.88% | 111.22 % | 112.22 % | 250,000 | 50,000 | 250,000 | 50,000 | 283,031 USD | 57,106 USD | 99.95% | 99.95% |
18/11/2024 | 0.83% | 117.39 % | 118.39 % | 250,000 | 50,000 | 250,000 | 50,000 | 298,268 USD | 60,154 USD | 96.49% | 96.49% |
15/11/2024 | 0.83% | 118.22 % | 119.22 % | 250,000 | 50,000 | 250,000 | 50,000 | 298,724 USD | 60,245 USD | 100.00% | 100.00% |
14/11/2024 | 0.84% | 121.03 % | 122.03 % | 250,000 | 50,000 | 250,000 | 50,000 | 296,658 USD | 59,832 USD | 98.82% | 98.82% |
13/11/2024 | 0.83% | 120.06 % | 121.06 % | 250,000 | 50,000 | 250,000 | 50,000 | 301,062 USD | 60,712 USD | 88.36% | 88.36% |
12/11/2024 | 0.81% | 120.05 % | 121.05 % | 250,000 | 50,000 | 250,000 | 50,000 | 307,429 USD | 61,986 USD | 98.13% | 98.13% |
11/11/2024 | 0.78% | 127.55 % | 128.55 % | 250,000 | 50,000 | 250,000 | 50,000 | 318,840 USD | 64,268 USD | 100.00% | 100.00% |
08/11/2024 | 0.76% | 129.29 % | 130.29 % | 250,000 | 50,000 | 250,000 | 50,000 | 326,658 USD | 65,832 USD | 85.92% | 85.92% |
07/11/2024 | 0.78% | 132.08 % | 133.08 % | 250,000 | 50,000 | 250,000 | 50,000 | 318,344 USD | 64,169 USD | 94.70% | 94.70% |