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 | 100,000 | 100,000 | 100,100 USD | 101,100 USD | 26.60% | 26.60% |
19/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 USD | 101,100 USD | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.05 % | 101.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,050 USD | 101,050 USD | 69.60% | 69.60% |
15/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 USD | 101,000 USD | 100.00% | 100.00% |
14/11/2024 | 0.99% | 100.05 % | 101.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,050 USD | 101,050 USD | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.95 % | 100.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 USD | 100,950 USD | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.95 % | 100.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 USD | 100,950 USD | 65.54% | 65.54% |
11/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 USD | 101,000 USD | 61.44% | 61.44% |
08/11/2024 | 0.99% | 100.05 % | 101.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,074 USD | 101,074 USD | 65.52% | 65.52% |
07/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,014 USD | 101,014 USD | 63.06% | 63.06% |