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 | 0.99% | 99.15 % | 100.10 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,014 USD | 27,278 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,645 USD | 27,921 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,061 USD | 27,335 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 99.10 % | 100.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,868 USD | 27,134 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,763 USD | 27,031 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 99.20 % | 100.20 % | 100,000 | 100,000 | 28,810 | 28,810 | 28,578 USD | 28,863 USD | 89.69% | 89.69% |
12/11/2024 | 0.99% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,943 USD | 27,212 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 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,925 USD | 27,195 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.10 % | 100.10 % | 100,000 | 100,000 | 25,258 | 25,258 | 25,031 USD | 25,284 USD | 86.09% | 86.09% |