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 | 1.20% | 81.25 % | 82.25 % | 100,000 | 100,000 | 27,241 | 27,241 | 22,423 USD | 22,696 USD | 97.86% | 97.86% |
19/11/2024 | 1.22% | 82.15 % | 83.15 % | 100,000 | 100,000 | 27,865 | 27,865 | 22,719 USD | 22,998 USD | 94.45% | 94.45% |
18/11/2024 | 1.22% | 81.75 % | 82.75 % | 100,000 | 100,000 | 27,300 | 27,300 | 22,370 USD | 22,643 USD | 97.53% | 97.53% |
15/11/2024 | 1.14% | 83.70 % | 84.70 % | 100,000 | 100,000 | 13,521 | 13,521 | 11,662 USD | 11,797 USD | 81.21% | 81.21% |
14/11/2024 | 1.10% | 89.75 % | 90.75 % | 100,000 | 100,000 | 64,229 | 64,229 | 57,655 USD | 58,297 USD | 28.91% | 28.91% |
13/11/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 28,405 | 28,405 | 25,220 USD | 25,504 USD | 91.67% | 91.67% |
12/11/2024 | 1.11% | 88.95 % | 89.95 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,251 USD | 24,523 USD | 98.40% | 98.40% |
11/11/2024 | 1.10% | 90.65 % | 91.65 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,065 USD | 9,165 USD | 88.22% | 88.22% |
08/11/2024 | 1.09% | 90.70 % | 91.70 % | 100,000 | 100,000 | 27,158 | 27,158 | 24,766 USD | 25,037 USD | 98.34% | 98.34% |
07/11/2024 | 1.09% | 91.55 % | 92.55 % | 100,000 | 100,000 | 23,255 | 23,255 | 21,236 USD | 21,468 USD | 92.72% | 92.72% |