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% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,382 USD | 27,654 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,996 USD | 28,275 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,404 USD | 27,677 USD | 97.53% | 97.53% |
15/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,197 USD | 27,468 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,185 USD | 27,455 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 28,855 | 28,855 | 29,094 USD | 29,383 USD | 89.49% | 89.49% |
12/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,298 USD | 27,569 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.60 % | 101.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,060 USD | 10,160 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,293 USD | 27,565 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 23,916 | 23,916 | 23,946 USD | 24,184 USD | 93.40% | 93.40% |