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 | 1.11% | 88.45 % | 89.45 % | 100,000 | 100,000 | 27,241 | 27,241 | 24,331 USD | 24,603 USD | 97.86% | 97.86% |
19/11/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,005 USD | 90,005 USD | 12.66% | 12.66% |
18/11/2024 | 1.12% | 88.85 % | 89.85 % | 100,000 | 100,000 | 27,301 | 27,301 | 24,308 USD | 24,581 USD | 97.53% | 97.53% |
15/11/2024 | 1.08% | 89.60 % | 90.60 % | 100,000 | 100,000 | 23,962 | 23,962 | 21,668 USD | 21,908 USD | 92.36% | 92.36% |
14/11/2024 | 1.06% | 93.25 % | 94.25 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,248 USD | 25,518 USD | 99.48% | 99.48% |
13/11/2024 | 1.07% | 93.30 % | 94.30 % | 100,000 | 100,000 | 28,745 | 28,745 | 26,770 USD | 27,058 USD | 90.01% | 90.01% |
12/11/2024 | 1.06% | 93.15 % | 94.15 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,376 USD | 25,647 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 93.85 % | 94.85 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,385 USD | 9,485 USD | 88.22% | 88.22% |
08/11/2024 | 1.06% | 93.85 % | 94.85 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,546 USD | 25,817 USD | 98.34% | 98.34% |
07/11/2024 | 1.06% | 94.35 % | 95.35 % | 100,000 | 100,000 | 23,259 | 23,259 | 21,888 USD | 22,120 USD | 92.73% | 92.73% |