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 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,751 USD | 28,023 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,395 USD | 28,673 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,822 USD | 28,095 USD | 97.53% | 97.53% |
15/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,602 USD | 27,873 USD | 98.77% | 98.77% |
14/11/2024 | 0.97% | 102.00 % | 103.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,515 USD | 27,785 USD | 99.48% | 99.48% |
13/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 28,405 | 28,405 | 29,001 USD | 29,285 USD | 91.67% | 91.67% |
12/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,718 USD | 27,989 USD | 98.40% | 98.40% |
11/11/2024 | 0.97% | 102.10 % | 103.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,210 USD | 10,310 USD | 88.22% | 88.22% |
08/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,728 USD | 28,000 USD | 98.34% | 98.34% |
07/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 23,746 | 23,746 | 24,253 USD | 24,490 USD | 95.57% | 95.57% |