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 | 1.58% | 37.30 % | 38.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 188,833 USD | 191,833 USD | 3.26% | 100.00% |
19/11/2024 | - | 38.15 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 100.00% |
18/11/2024 | - | 38.20 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 100.00% |
15/11/2024 | - | 36.90 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 100.00% |
14/11/2024 | - | 41.35 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 100.00% |
13/11/2024 | 1.55% | 42.10 % | 42.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 207,532 USD | 210,782 USD | 2.27% | 100.00% |
12/11/2024 | - | 42.35 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.89% |
11/11/2024 | 1.34% | 43.30 % | 45.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 222,679 USD | 225,679 USD | 7.57% | 100.00% |
08/11/2024 | - | 46.95 % | - % | 500,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.05% |
07/11/2024 | 1.36% | 51.25 % | 51.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 256,209 USD | 259,709 USD | 0.29% | 36.09% |