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 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,677 USD | 27,950 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,326 USD | 28,604 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,761 USD | 28,034 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,521 USD | 27,791 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,431 USD | 27,700 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 28,415 | 28,415 | 28,923 USD | 29,207 USD | 91.63% | 91.63% |
12/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,636 USD | 27,908 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 101.80 % | 102.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,180 USD | 10,280 USD | 88.22% | 88.22% |
08/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,647 USD | 27,918 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 23,746 | 23,746 | 24,181 USD | 24,419 USD | 95.57% | 95.57% |