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 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,358 USD | 26,630 USD | 97.86% | 97.86% |
19/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,956 USD | 27,235 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 96.80 % | 97.80 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,439 USD | 26,712 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 96.75 % | 97.75 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,302 USD | 26,573 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,272 USD | 26,542 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 28,942 | 28,942 | 28,181 USD | 28,470 USD | 89.07% | 89.07% |
12/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,505 USD | 26,776 USD | 98.40% | 98.40% |
11/11/2024 | 1.02% | 97.50 % | 98.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,750 USD | 9,850 USD | 88.17% | 88.17% |
08/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,473 USD | 26,745 USD | 98.34% | 98.34% |
07/11/2024 | 1.03% | 97.20 % | 98.20 % | 100,000 | 100,000 | 24,026 | 24,026 | 23,340 USD | 23,580 USD | 93.74% | 93.74% |