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 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,702 USD | 27,975 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,350 USD | 28,628 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 27,309 | 27,309 | 27,786 USD | 28,059 USD | 97.49% | 97.49% |
15/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,595 USD | 27,865 USD | 98.77% | 98.77% |
14/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,545 USD | 27,815 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 102.20 % | 103.20 % | 100,000 | 100,000 | 28,425 | 28,425 | 29,025 USD | 29,310 USD | 91.57% | 91.57% |
12/11/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,668 USD | 27,939 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 102.00 % | 103.00 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,200 USD | 10,300 USD | 88.18% | 88.18% |
08/11/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,707 USD | 27,978 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 102.10 % | 103.10 % | 100,000 | 100,000 | 24,045 | 24,045 | 24,543 USD | 24,783 USD | 93.61% | 93.61% |