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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.94% | 106.50 % | 107.50 % | 100,000 | 100,000 | 26,902 | 26,902 | 28,626 USD | 28,895 USD | 99.83% | 99.83% |
20/11/2024 | 0.93% | 106.90 % | 107.90 % | 100,000 | 100,000 | 27,241 | 27,241 | 29,087 USD | 29,359 USD | 97.86% | 97.86% |
19/11/2024 | 0.93% | 107.10 % | 108.10 % | 100,000 | 100,000 | 27,865 | 27,865 | 29,837 USD | 30,116 USD | 94.45% | 94.45% |
18/11/2024 | 0.93% | 107.20 % | 108.20 % | 100,000 | 100,000 | 27,301 | 27,301 | 29,250 USD | 29,523 USD | 97.53% | 97.53% |
15/11/2024 | 0.93% | 106.80 % | 107.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 28,944 USD | 29,215 USD | 98.77% | 98.77% |
14/11/2024 | 0.93% | 106.70 % | 107.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 28,740 USD | 29,009 USD | 99.48% | 99.48% |
13/11/2024 | 0.93% | 106.80 % | 107.80 % | 100,000 | 100,000 | 27,378 | 27,378 | 29,216 USD | 29,490 USD | 97.09% | 97.09% |
12/11/2024 | 0.93% | 106.60 % | 107.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 28,922 USD | 29,194 USD | 98.40% | 98.40% |
11/11/2024 | 0.94% | 106.40 % | 107.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,640 USD | 10,740 USD | 88.22% | 88.22% |
08/11/2024 | 0.93% | 106.50 % | 107.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 28,931 USD | 29,202 USD | 98.34% | 98.34% |