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 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 497,055 | 497,194 | 456,534 USD | 460,644 USD | 97.95% | 97.95% |
19/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 498,358 | 498,358 | 461,786 USD | 465,779 USD | 100.00% | 100.00% |
18/11/2024 | 1.10% | 92.70 % | 93.70 % | 500,000 | 500,000 | 492,308 | 492,308 | 451,592 USD | 456,544 USD | 100.00% | 100.00% |
15/11/2024 | 1.08% | 91.70 % | 92.70 % | 500,000 | 500,000 | 499,985 | 499,985 | 462,586 USD | 467,586 USD | 100.00% | 100.00% |
14/11/2024 | 0.86% | 94.00 % | 94.80 % | 500,000 | 500,000 | 495,481 | 495,481 | 465,413 USD | 469,394 USD | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,314 USD | 465,314 USD | 100.00% | 100.00% |
12/11/2024 | 1.08% | 92.60 % | 93.60 % | 500,000 | 500,000 | 495,522 | 495,522 | 461,326 USD | 466,298 USD | 100.00% | 100.00% |
11/11/2024 | 1.08% | 93.00 % | 94.00 % | 500,000 | 500,000 | 494,733 | 494,733 | 460,782 USD | 465,749 USD | 100.00% | 100.00% |
08/11/2024 | 0.87% | 92.30 % | 93.10 % | 500,000 | 500,000 | 492,705 | 492,705 | 455,877 USD | 459,846 USD | 100.00% | 100.00% |
07/11/2024 | 0.87% | 92.90 % | 93.70 % | 500,000 | 500,000 | 498,055 | 498,055 | 459,874 USD | 463,866 USD | 99.24% | 99.24% |