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 | 1.04% | 92.10 % | 92.90 % | 500,000 | 500,000 | 143,871 | 143,871 | 132,732 USD | 133,965 USD | 97.95% | 97.95% |
19/11/2024 | 1.23% | 93.40 % | 94.40 % | 500,000 | 500,000 | 148,149 | 148,149 | 138,462 USD | 140,023 USD | 100.00% | 100.00% |
18/11/2024 | 1.25% | 93.20 % | 94.20 % | 500,000 | 500,000 | 146,968 | 146,968 | 136,940 USD | 138,492 USD | 100.00% | 100.00% |
15/11/2024 | 1.01% | 95.90 % | 96.70 % | 500,000 | 500,000 | 145,837 | 145,837 | 140,816 USD | 142,067 USD | 100.00% | 100.00% |
14/11/2024 | 0.99% | 97.80 % | 98.60 % | 500,000 | 500,000 | 148,194 | 148,194 | 143,363 USD | 144,628 USD | 100.00% | 100.00% |
13/11/2024 | 1.19% | 96.90 % | 97.90 % | 500,000 | 500,000 | 148,202 | 148,202 | 143,832 USD | 145,394 USD | 100.00% | 100.00% |
12/11/2024 | 1.18% | 97.60 % | 98.60 % | 500,000 | 500,000 | 148,276 | 148,276 | 145,182 USD | 146,744 USD | 100.00% | 100.00% |
11/11/2024 | 0.98% | 97.90 % | 98.70 % | 500,000 | 500,000 | 147,762 | 147,762 | 144,512 USD | 145,776 USD | 100.00% | 100.00% |
08/11/2024 | 0.98% | 97.10 % | 97.90 % | 500,000 | 500,000 | 148,129 | 148,129 | 144,101 USD | 145,366 USD | 100.00% | 100.00% |
07/11/2024 | 1.19% | 97.90 % | 98.90 % | 500,000 | 500,000 | 147,965 | 147,965 | 145,072 USD | 146,634 USD | 99.23% | 99.23% |