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 | 27,739 USD | 28,012 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,391 USD | 28,670 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,819 USD | 28,092 USD | 97.53% | 97.53% |
15/11/2024 | 0.97% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,626 USD | 27,896 USD | 98.77% | 98.77% |
14/11/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,576 USD | 27,846 USD | 99.48% | 99.48% |
13/11/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 28,734 | 28,734 | 29,377 USD | 29,664 USD | 90.06% | 90.06% |
12/11/2024 | 0.97% | 102.00 % | 103.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,709 USD | 27,980 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% | 102.20 % | 103.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,748 USD | 28,020 USD | 98.34% | 98.34% |
07/11/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 23,987 | 23,987 | 24,521 USD | 24,761 USD | 93.91% | 93.91% |