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% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,961 USD | 27,233 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 99.00 % | 100.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,587 USD | 27,864 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,026 USD | 27,299 USD | 97.52% | 97.52% |
15/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,807 USD | 27,078 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,699 USD | 26,969 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 99.05 % | 100.00 % | 100,000 | 100,000 | 28,343 | 28,343 | 28,067 USD | 28,343 USD | 91.98% | 91.98% |
12/11/2024 | 0.96% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,889 USD | 27,149 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 | 88.18% | 88.18% |
08/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,886 USD | 27,156 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 24,044 | 24,044 | 23,798 USD | 24,038 USD | 93.61% | 93.61% |