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 | 1.00% | 49.06 % | 49.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 123,918 USD | 125,168 USD | 100.00% | 100.00% |
19/11/2024 | 1.01% | 50.03 % | 50.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 123,841 USD | 125,093 USD | 99.75% | 99.75% |
18/11/2024 | 1.00% | 50.85 % | 51.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,305 USD | 128,582 USD | 100.00% | 100.00% |
15/11/2024 | 1.00% | 51.01 % | 51.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,140 USD | 129,430 USD | 100.00% | 100.00% |
14/11/2024 | 1.00% | 50.50 % | 51.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,153 USD | 126,416 USD | 99.99% | 99.99% |
13/11/2024 | 1.00% | 50.06 % | 50.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,183 USD | 126,440 USD | 99.98% | 99.98% |
12/11/2024 | 1.00% | 50.40 % | 50.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,754 USD | 128,029 USD | 20.81% | 20.81% |
11/11/2024 | 1.00% | 53.97 % | 54.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,728 USD | 137,095 USD | 100.00% | 100.00% |
08/11/2024 | 1.00% | 53.31 % | 53.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,739 USD | 136,092 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 56.06 % | 56.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,803 USD | 142,217 USD | 99.90% | 99.90% |