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 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,410 USD | 27,682 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,044 USD | 28,322 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,300 | 27,300 | 27,482 USD | 27,755 USD | 97.53% | 97.53% |
15/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,273 USD | 27,544 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,164 USD | 27,434 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 28,532 | 28,532 | 28,760 USD | 29,045 USD | 91.05% | 91.05% |
12/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,358 USD | 27,629 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.80 % | 101.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,080 USD | 10,180 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,375 USD | 27,647 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 29,154 | 29,154 | 29,387 USD | 29,679 USD | 68.64% | 68.64% |