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 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,286 USD | 27,558 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,916 USD | 28,194 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,320 USD | 27,593 USD | 97.53% | 97.53% |
15/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,061 USD | 27,331 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,937 USD | 27,207 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 28,865 | 28,865 | 28,852 USD | 29,136 USD | 89.44% | 89.44% |
12/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,138 USD | 27,409 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.20 % | 101.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,020 USD | 10,120 USD | 88.22% | 88.22% |
08/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,213 USD | 27,484 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,169 USD | 101,169 USD | 14.61% | 14.61% |