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 | 0.85% | 93.00 % | 93.80 % | 500,000 | 500,000 | 143,090 | 143,090 | 133,588 USD | 134,733 USD | 98.58% | 98.58% |
19/11/2024 | 1.06% | 94.40 % | 95.40 % | 500,000 | 500,000 | 147,577 | 147,577 | 139,472 USD | 140,951 USD | 100.00% | 100.00% |
18/11/2024 | 1.04% | 94.20 % | 95.20 % | 500,000 | 500,000 | 148,246 | 148,246 | 140,470 USD | 141,952 USD | 100.00% | 100.00% |
15/11/2024 | 0.87% | 96.30 % | 97.10 % | 500,000 | 500,000 | 144,868 | 144,868 | 139,544 USD | 140,718 USD | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 148,092 | 148,092 | 142,397 USD | 143,582 USD | 100.00% | 100.00% |
13/11/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 148,230 | 148,230 | 142,630 USD | 144,112 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 96.30 % | 97.30 % | 500,000 | 500,000 | 148,148 | 148,148 | 142,730 USD | 144,213 USD | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 148,154 | 148,154 | 142,935 USD | 144,121 USD | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 148,147 | 148,147 | 141,235 USD | 142,420 USD | 100.00% | 100.00% |
07/11/2024 | 1.05% | 95.60 % | 96.60 % | 500,000 | 500,000 | 148,183 | 148,183 | 141,629 USD | 143,113 USD | 99.24% | 99.24% |