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 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,989 USD | 27,269 USD | 97.86% | 97.86% |
19/11/2024 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,607 USD | 27,893 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,046 USD | 27,329 USD | 97.53% | 97.53% |
15/11/2024 | 1.02% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,828 USD | 27,101 USD | 98.77% | 98.77% |
14/11/2024 | 1.05% | 99.05 % | 100.10 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,720 USD | 27,002 USD | 99.48% | 99.48% |
13/11/2024 | 0.95% | 99.15 % | 100.10 % | 100,000 | 100,000 | 28,900 | 28,900 | 28,654 USD | 28,929 USD | 89.27% | 89.27% |
12/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,917 USD | 27,186 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.15 % | 100.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,915 USD | 10,010 USD | 88.22% | 88.22% |
08/11/2024 | 0.96% | 99.15 % | 100.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,921 USD | 27,185 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 23,323 | 23,323 | 23,129 USD | 23,357 USD | 93.69% | 93.69% |