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 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,224 USD | 27,497 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,854 USD | 28,140 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,302 | 27,302 | 27,296 USD | 27,572 USD | 97.52% | 97.52% |
15/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,091 USD | 27,362 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,018 USD | 27,288 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 28,821 | 28,821 | 28,900 USD | 29,188 USD | 89.65% | 89.65% |
12/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,209 USD | 27,481 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.20 % | 101.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,020 USD | 10,120 USD | 88.17% | 88.17% |
08/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,212 USD | 27,484 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 24,047 | 24,047 | 24,099 USD | 24,339 USD | 93.60% | 93.60% |