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% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,072 USD | 27,350 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,691 USD | 27,977 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,301 | 27,301 | 27,133 USD | 27,409 USD | 97.52% | 97.52% |
15/11/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,909 USD | 27,184 USD | 98.77% | 98.77% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |
13/11/2024 | 0.99% | 99.45 % | 100.40 % | 100,000 | 100,000 | 28,425 | 28,425 | 28,265 USD | 28,539 USD | 91.57% | 91.57% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,993 USD | 27,268 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.40 % | 100.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,940 USD | 10,040 USD | 88.21% | 88.21% |
08/11/2024 | 0.97% | 99.45 % | 100.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,005 USD | 27,266 USD | 98.34% | 98.34% |
07/11/2024 | 0.96% | 99.40 % | 100.40 % | 100,000 | 100,000 | 23,756 | 23,756 | 23,617 USD | 23,851 USD | 95.58% | 95.58% |