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% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,811 USD | 27,083 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,465 USD | 27,744 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 27,301 | 27,301 | 26,910 USD | 27,183 USD | 97.53% | 97.53% |
15/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,806 USD | 27,077 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,671 USD | 26,941 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 28,723 | 28,723 | 28,422 USD | 28,709 USD | 90.11% | 90.11% |
12/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,859 USD | 27,131 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.95 % | 99.95 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,895 USD | 9,995 USD | 88.22% | 88.22% |
08/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,788 USD | 27,059 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 23,544 | 23,544 | 23,211 USD | 23,446 USD | 93.08% | 93.08% |