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 | 0.84% | 99.40 % | 100.20 % | 500,000 | 100,000 | 140,858 | 28,487 | 140,012 USD | 28,544 USD | 97.95% | 97.95% |
19/11/2024 | 1.03% | 99.40 % | 100.40 % | 500,000 | 100,000 | 146,042 | 29,208 | 145,162 USD | 29,326 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 99.40 % | 100.40 % | 500,000 | 100,000 | 146,303 | 29,261 | 145,422 USD | 29,379 USD | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 148,834 | 29,767 | 148,089 USD | 29,856 USD | 99.19% | 99.19% |
14/11/2024 | 0.84% | 99.60 % | 100.40 % | 500,000 | 100,000 | 146,122 | 29,224 | 145,533 USD | 29,342 USD | 100.00% | 100.00% |
13/11/2024 | 1.37% | 99.50 % | 100.50 % | 500,000 | 100,000 | 146,109 | 29,222 | 145,375 USD | 29,401 USD | 100.00% | 100.00% |
12/11/2024 | 1.14% | 99.60 % | 100.60 % | 500,000 | 100,000 | 147,102 | 29,420 | 146,512 USD | 29,610 USD | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.70 % | 100.50 % | 500,000 | 100,000 | 147,413 | 29,483 | 146,969 USD | 29,630 USD | 100.00% | 100.00% |
08/11/2024 | 0.81% | 99.70 % | 100.50 % | 500,000 | 100,000 | 147,399 | 29,480 | 146,955 USD | 29,628 USD | 100.00% | 100.00% |
07/11/2024 | 1.07% | 99.60 % | 100.60 % | 500,000 | 100,000 | 143,715 | 28,743 | 143,131 USD | 28,918 USD | 99.42% | 99.42% |