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 | 0.84% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,548 USD | 238,548 USD | 100.00% | 100.00% |
19/11/2024 | 0.84% | 94.23 % | 95.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,778 USD | 237,778 USD | 99.99% | 99.99% |
18/11/2024 | 0.84% | 93.80 % | 94.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,103 USD | 238,103 USD | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,699 USD | 239,699 USD | 100.00% | 100.00% |
14/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,146 USD | 242,146 USD | 99.98% | 99.98% |
13/11/2024 | 0.83% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,512 USD | 241,512 USD | 99.89% | 99.89% |
12/11/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,504 USD | 242,504 USD | 99.98% | 99.98% |
11/11/2024 | 0.82% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,257 USD | 244,257 USD | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.64 % | 97.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,689 USD | 243,689 USD | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,168 USD | 248,168 USD | 99.92% | 99.92% |