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% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,085 USD | 27,358 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,730 USD | 28,005 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,138 USD | 27,411 USD | 97.53% | 97.53% |
15/11/2024 | 1.00% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,948 USD | 27,223 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 99.65 % | 100.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,886 USD | 27,159 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 28,584 | 28,584 | 28,469 USD | 28,755 USD | 90.79% | 90.79% |
12/11/2024 | 1.00% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,074 USD | 27,345 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.65 % | 100.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,965 USD | 10,060 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,046 USD | 27,312 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 23,995 | 23,995 | 23,848 USD | 24,090 USD | 93.86% | 93.86% |