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 | 1.02% | 99.25 % | 100.20 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,043 USD | 27,312 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 99.25 % | 100.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,664 USD | 27,949 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,115 USD | 27,382 USD | 97.53% | 97.53% |
15/11/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,902 USD | 27,178 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 99.35 % | 100.30 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,802 USD | 27,075 USD | 99.48% | 99.48% |
13/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 28,909 | 28,909 | 28,765 USD | 29,054 USD | 89.23% | 89.23% |
12/11/2024 | 0.98% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,019 USD | 27,284 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.50 % | 100.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,950 USD | 10,050 USD | 88.22% | 88.22% |
08/11/2024 | 0.96% | 99.55 % | 100.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,029 USD | 27,294 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.55 % | 100.50 % | 100,000 | 100,000 | 25,160 | 25,160 | 25,053 USD | 25,297 USD | 86.73% | 86.73% |