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 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,097 USD | 27,367 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 99.45 % | 100.50 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,720 USD | 28,005 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,162 USD | 27,437 USD | 97.53% | 97.53% |
15/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,943 USD | 27,219 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 99.50 % | 100.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,841 USD | 27,113 USD | 99.48% | 99.48% |
13/11/2024 | 1.04% | 99.60 % | 100.60 % | 100,000 | 100,000 | 28,843 | 28,843 | 28,724 USD | 29,016 USD | 89.54% | 89.54% |
12/11/2024 | 1.00% | 99.55 % | 100.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,034 USD | 27,311 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 99.55 % | 100.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,955 USD | 10,060 USD | 88.22% | 88.22% |
08/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,046 USD | 27,321 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 25,187 | 25,187 | 25,092 USD | 25,346 USD | 86.57% | 86.57% |