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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,216 USD | 486,608 USD | 99.38% | 99.38% |
22/11/2024 | 0.52% | 95.20 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,500 USD | 478,750 USD | 0.72% | 99.25% |
20/11/2024 | - | 93.85 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 96.81% |
19/11/2024 | - | 94.20 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.36% |
18/11/2024 | 0.52% | 95.70 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,148 USD | 481,574 USD | 0.34% | 99.37% |
15/11/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,320 USD | 487,660 USD | 78.94% | 99.37% |
14/11/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,963 USD | 490,482 USD | 99.36% | 99.36% |
13/11/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,678 USD | 489,839 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,266 USD | 493,633 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,198 USD | 497,099 USD | 99.38% | 99.38% |