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 | 1.78% | 86.40 % | 87.21 % | 500,000 | 500,000 | 143,889 | 143,889 | 124,732 USD | 126,270 USD | 97.78% | 97.78% |
19/11/2024 | 2.02% | 87.00 % | 88.00 % | 500,000 | 500,000 | 145,056 | 145,056 | 125,968 USD | 127,771 USD | 100.00% | 100.00% |
18/11/2024 | 1.96% | 87.00 % | 88.00 % | 500,000 | 500,000 | 147,242 | 147,242 | 128,860 USD | 130,692 USD | 100.00% | 100.00% |
15/11/2024 | 1.72% | 88.10 % | 88.91 % | 500,000 | 500,000 | 147,764 | 147,764 | 131,609 USD | 133,171 USD | 100.00% | 100.00% |
14/11/2024 | 1.74% | 90.00 % | 90.81 % | 500,000 | 500,000 | 146,411 | 146,411 | 130,761 USD | 132,301 USD | 100.00% | 100.00% |
13/11/2024 | 1.96% | 89.80 % | 90.80 % | 500,000 | 500,000 | 146,173 | 146,173 | 130,257 USD | 132,073 USD | 100.00% | 100.00% |
12/11/2024 | 1.91% | 88.60 % | 89.60 % | 500,000 | 500,000 | 148,243 | 148,243 | 132,086 USD | 133,936 USD | 100.00% | 100.00% |
11/11/2024 | 1.67% | 91.10 % | 91.91 % | 500,000 | 500,000 | 147,794 | 147,794 | 134,862 USD | 136,423 USD | 100.00% | 100.00% |
08/11/2024 | 1.68% | 91.40 % | 92.21 % | 500,000 | 500,000 | 148,140 | 148,140 | 135,376 USD | 136,943 USD | 100.00% | 100.00% |
07/11/2024 | 1.85% | 93.60 % | 94.60 % | 500,000 | 500,000 | 149,068 | 149,068 | 139,174 USD | 141,033 USD | 99.23% | 99.23% |