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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,683 USD | 26,956 USD | 99.83% | 99.83% |
20/11/2024 | 0.96% | 99.25 % | 100.20 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,033 USD | 27,296 USD | 97.86% | 97.86% |
19/11/2024 | 0.95% | 99.25 % | 100.20 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,656 USD | 27,921 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 99.25 % | 100.20 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,094 USD | 27,365 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,869 USD | 27,137 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 99.20 % | 100.20 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,754 USD | 27,030 USD | 99.48% | 99.48% |
13/11/2024 | 1.05% | 99.25 % | 100.30 % | 100,000 | 100,000 | 28,332 | 28,332 | 28,120 USD | 28,417 USD | 92.03% | 92.03% |
12/11/2024 | 1.04% | 99.25 % | 100.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,948 USD | 27,229 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.20 % | 100.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,920 USD | 10,020 USD | 88.22% | 88.22% |
08/11/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,946 USD | 27,212 USD | 98.34% | 98.34% |