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 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,908 USD | 27,180 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,506 USD | 27,784 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 27,301 | 27,301 | 26,895 USD | 27,168 USD | 97.52% | 97.52% |
15/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,719 USD | 26,990 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,661 USD | 26,931 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 27,416 | 27,416 | 27,113 USD | 27,388 USD | 96.88% | 96.88% |
12/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,860 USD | 27,132 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 99.00 % | 100.00 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,900 USD | 10,000 USD | 88.17% | 88.17% |
08/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,860 USD | 27,132 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 24,188 | 24,188 | 23,899 USD | 24,141 USD | 92.58% | 92.58% |