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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 27,551 | 27,551 | 26,958 USD | 27,233 USD | 96.14% | 96.14% |
22/11/2024 | 1.03% | 97.20 % | 98.20 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,158 USD | 26,427 USD | 99.83% | 99.83% |
20/11/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,195 USD | 26,468 USD | 97.86% | 97.86% |
19/11/2024 | 1.03% | 95.50 % | 96.50 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,776 USD | 27,055 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 27,301 | 27,301 | 26,428 USD | 26,701 USD | 97.53% | 97.53% |
15/11/2024 | 1.02% | 96.15 % | 97.15 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,278 USD | 26,549 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,625 USD | 26,895 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 28,532 | 28,532 | 28,132 USD | 28,417 USD | 91.05% | 91.05% |
12/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,842 USD | 27,113 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.20 % | 100.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,920 USD | 10,020 USD | 88.22% | 88.22% |