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 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,826 USD | 27,098 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,381 USD | 99,381 USD | 12.66% | 12.66% |
18/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,003 USD | 27,277 USD | 97.53% | 97.53% |
15/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,835 USD | 27,107 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,038 USD | 27,308 USD | 99.48% | 99.48% |
13/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 28,745 | 28,745 | 28,754 USD | 29,043 USD | 90.01% | 90.01% |
12/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,223 USD | 27,495 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.50 % | 101.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,050 USD | 10,150 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,271 USD | 27,542 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,276 USD | 101,276 USD | 14.61% | 14.61% |