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 | 1.75% | 56.40 % | 57.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 15,401 USD | 15,673 USD | 97.86% | 97.86% |
19/11/2024 | 1.72% | 56.65 % | 57.65 % | 100,000 | 100,000 | 27,865 | 27,865 | 15,948 USD | 16,226 USD | 94.45% | 94.45% |
18/11/2024 | 1.73% | 57.20 % | 58.20 % | 100,000 | 100,000 | 27,302 | 27,302 | 15,673 USD | 15,946 USD | 97.52% | 97.52% |
15/11/2024 | 1.71% | 57.05 % | 58.05 % | 100,000 | 100,000 | 27,083 | 27,083 | 15,582 USD | 15,853 USD | 98.77% | 98.77% |
14/11/2024 | 1.69% | 58.95 % | 59.95 % | 100,000 | 100,000 | 26,961 | 26,961 | 15,872 USD | 16,141 USD | 99.48% | 99.48% |
13/11/2024 | 1.74% | 57.45 % | 58.45 % | 100,000 | 100,000 | 29,020 | 29,020 | 16,604 USD | 16,894 USD | 88.70% | 88.70% |
12/11/2024 | 1.71% | 56.75 % | 57.75 % | 100,000 | 100,000 | 27,148 | 27,148 | 15,631 USD | 15,902 USD | 98.40% | 98.40% |
11/11/2024 | 1.64% | 60.60 % | 61.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 6,060 USD | 6,160 USD | 88.17% | 88.17% |
08/11/2024 | 1.63% | 61.20 % | 62.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 16,551 USD | 16,822 USD | 98.34% | 98.34% |
07/11/2024 | 1.68% | 60.55 % | 61.55 % | 100,000 | 100,000 | 23,371 | 23,371 | 13,999 USD | 14,233 USD | 92.77% | 92.77% |