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 | 1.01% | 99.55 % | 100.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,134 USD | 27,410 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,754 USD | 28,033 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,307 | 27,307 | 27,198 USD | 27,471 USD | 97.49% | 97.49% |
15/11/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,995 USD | 27,265 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 99.75 % | 100.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,908 USD | 27,168 USD | 99.48% | 99.48% |
13/11/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 28,854 | 28,854 | 28,807 USD | 29,096 USD | 89.49% | 89.49% |
12/11/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,103 USD | 27,375 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.85 % | 100.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,985 USD | 10,080 USD | 88.21% | 88.21% |
08/11/2024 | 0.97% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,109 USD | 27,375 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 23,788 | 23,788 | 23,756 USD | 23,991 USD | 93.30% | 93.30% |