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% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,240 USD | 27,514 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,870 USD | 28,149 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,297 USD | 27,573 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,058 USD | 27,327 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.95 % | 100.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,947 USD | 27,212 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 99.95 % | 101.00 % | 100,000 | 100,000 | 28,488 | 28,488 | 28,481 USD | 28,773 USD | 91.26% | 91.26% |
12/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,157 | 27,157 | 27,151 USD | 27,426 USD | 98.34% | 98.34% |
11/11/2024 | 0.99% | 100.10 % | 101.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,010 USD | 10,110 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,167 USD | 27,439 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,029 USD | 101,029 USD | 14.61% | 14.61% |