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% | 98.55 % | 99.55 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,879 USD | 27,151 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,498 USD | 27,777 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 27,301 | 27,301 | 26,950 USD | 27,223 USD | 97.53% | 97.53% |
15/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,836 USD | 27,107 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,840 USD | 27,110 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 28,488 | 28,488 | 28,333 USD | 28,617 USD | 91.26% | 91.26% |
12/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,034 USD | 27,309 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.70 % | 100.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,970 USD | 10,070 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,041 USD | 27,309 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 99.45 % | 100.40 % | 100,000 | 100,000 | 23,572 | 23,572 | 23,417 USD | 23,655 USD | 92.98% | 92.98% |