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% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,055 USD | 27,323 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,684 USD | 27,962 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,121 USD | 27,390 USD | 97.53% | 97.53% |
15/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,894 USD | 27,164 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 99.30 % | 100.30 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,778 USD | 27,049 USD | 99.48% | 99.48% |
13/11/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 28,713 | 28,713 | 28,526 USD | 28,800 USD | 90.17% | 90.17% |
12/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,971 USD | 27,238 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 99.35 % | 100.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,935 USD | 10,040 USD | 88.22% | 88.22% |
08/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,981 USD | 27,247 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,317 USD | 100,333 USD | 14.61% | 14.61% |