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% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,091 USD | 27,362 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,720 USD | 27,998 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,306 | 27,306 | 27,160 USD | 27,436 USD | 97.50% | 97.50% |
15/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,946 USD | 27,218 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 99.55 % | 100.60 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,865 USD | 27,139 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 28,821 | 28,821 | 28,717 USD | 28,997 USD | 89.65% | 89.65% |
12/11/2024 | 1.02% | 99.65 % | 100.70 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,059 USD | 27,332 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.70 % | 100.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,970 USD | 10,070 USD | 88.18% | 88.18% |
08/11/2024 | 1.01% | 99.70 % | 100.70 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,073 USD | 27,348 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 24,033 | 24,033 | 23,957 USD | 24,202 USD | 93.60% | 93.60% |