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% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,650 USD | 99,650 USD | 12.39% | 12.39% |
19/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,494 USD | 27,773 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,942 USD | 27,215 USD | 97.49% | 97.49% |
15/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,716 USD | 26,986 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,605 USD | 26,875 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 29,020 | 29,020 | 28,629 USD | 28,919 USD | 88.70% | 88.70% |
12/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,789 USD | 27,061 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.65 % | 99.65 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,865 USD | 9,965 USD | 88.22% | 88.22% |
08/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,795 USD | 27,067 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 24,045 | 24,045 | 23,720 USD | 23,960 USD | 93.61% | 93.61% |