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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.97% | 99.35 % | 100.30 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,726 USD | 26,983 USD | 99.83% | 99.83% |
20/11/2024 | 1.03% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,070 USD | 27,350 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,698 USD | 27,977 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,135 USD | 27,410 USD | 97.53% | 97.53% |
15/11/2024 | 0.99% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,907 USD | 27,169 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,794 USD | 27,069 USD | 99.48% | 99.48% |
13/11/2024 | 1.04% | 99.40 % | 100.40 % | 100,000 | 100,000 | 28,520 | 28,520 | 28,345 USD | 28,634 USD | 91.10% | 91.10% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,985 USD | 27,256 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 99.35 % | 100.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,935 USD | 10,040 USD | 88.22% | 88.22% |
08/11/2024 | 1.03% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,985 USD | 27,266 USD | 98.34% | 98.34% |