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% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,203 USD | 27,470 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 99.75 % | 100.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,801 USD | 28,086 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 99.75 % | 100.80 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,237 USD | 27,510 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 99.85 % | 100.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,053 USD | 27,325 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,956 USD | 27,231 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 28,478 | 28,478 | 28,492 USD | 28,777 USD | 91.31% | 91.31% |
12/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,150 USD | 27,421 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 100.00 % | 101.00 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,000 USD | 10,100 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,161 USD | 27,433 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 23,746 | 23,746 | 23,754 USD | 23,991 USD | 95.57% | 95.57% |