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 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,881 USD | 484,881 USD | 97.95% | 97.95% |
19/11/2024 | 1.03% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,183 USD | 486,183 USD | 99.86% | 99.86% |
18/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,288 USD | 488,288 USD | 100.00% | 100.00% |
15/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,939 USD | 483,939 USD | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 499,316 | 499,316 | 475,170 USD | 479,167 USD | 100.00% | 100.00% |
13/11/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,002 USD | 470,002 USD | 100.00% | 100.00% |
12/11/2024 | 1.06% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,902 USD | 472,902 USD | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,722 USD | 476,722 USD | 99.92% | 99.92% |
08/11/2024 | 0.84% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,883 USD | 476,883 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,321 USD | 481,321 USD | 98.13% | 98.13% |