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% | 101.00 % | 102.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,538 USD | 27,811 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,173 USD | 28,452 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 27,302 | 27,302 | 27,602 USD | 27,875 USD | 97.52% | 97.52% |
15/11/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,419 USD | 27,690 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,375 USD | 27,645 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 28,467 | 28,467 | 28,892 USD | 29,177 USD | 91.36% | 91.36% |
12/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,508 USD | 27,779 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 101.40 % | 102.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,140 USD | 10,240 USD | 88.17% | 88.17% |
08/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,539 USD | 27,810 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 24,046 | 24,046 | 24,398 USD | 24,639 USD | 93.60% | 93.60% |