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 | 1.06% | 93.25 % | 94.25 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,488 USD | 25,760 USD | 97.86% | 97.86% |
19/11/2024 | 1.06% | 93.60 % | 94.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,164 USD | 26,443 USD | 94.45% | 94.45% |
18/11/2024 | 1.06% | 94.10 % | 95.10 % | 100,000 | 100,000 | 27,308 | 27,308 | 25,603 USD | 25,877 USD | 97.49% | 97.49% |
15/11/2024 | 1.05% | 93.90 % | 94.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,555 USD | 25,825 USD | 98.77% | 98.77% |
14/11/2024 | 1.05% | 94.80 % | 95.80 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,579 USD | 25,849 USD | 99.48% | 99.48% |
13/11/2024 | 1.06% | 94.45 % | 95.45 % | 100,000 | 100,000 | 28,887 | 28,887 | 27,263 USD | 27,552 USD | 89.33% | 89.33% |
12/11/2024 | 1.05% | 94.55 % | 95.55 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,756 USD | 26,028 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 94.55 % | 95.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,455 USD | 9,555 USD | 88.22% | 88.22% |
08/11/2024 | 1.06% | 94.30 % | 95.30 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,555 USD | 25,826 USD | 98.34% | 98.34% |
07/11/2024 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 23,323 | 23,323 | 21,865 USD | 22,098 USD | 92.73% | 92.73% |