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 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,990 USD | 479,990 USD | 97.95% | 97.95% |
19/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,281 USD | 478,281 USD | 100.00% | 100.00% |
18/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,676 USD | 479,676 USD | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 493,794 | 493,794 | 476,794 USD | 480,772 USD | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,408 USD | 491,408 USD | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,628 USD | 489,628 USD | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,946 USD | 488,946 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,100 USD | 489,100 USD | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,934 USD | 492,934 USD | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,460 USD | 491,460 USD | 99.23% | 99.23% |