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 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,862 USD | 27,134 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,482 USD | 27,761 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,302 | 27,302 | 26,918 USD | 27,191 USD | 97.52% | 97.52% |
15/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,722 USD | 26,993 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,668 USD | 26,937 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 28,384 | 28,384 | 28,055 USD | 28,339 USD | 91.78% | 91.78% |
12/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,831 USD | 27,102 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.85 % | 99.85 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,885 USD | 9,985 USD | 88.17% | 88.17% |
08/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,859 USD | 27,130 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 23,207 | 23,207 | 22,952 USD | 23,184 USD | 93.55% | 93.55% |