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 | 1.22% | 79.80 % | 80.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 22,000 USD | 22,272 USD | 97.86% | 97.86% |
19/11/2024 | 1.19% | 82.05 % | 83.05 % | 100,000 | 100,000 | 22,823 | 22,823 | 18,897 USD | 19,125 USD | 85.91% | 85.91% |
18/11/2024 | 1.16% | 82.80 % | 83.80 % | 100,000 | 100,000 | 24,951 | 24,951 | 21,056 USD | 21,305 USD | 92.07% | 92.07% |
15/11/2024 | 1.15% | 86.45 % | 87.45 % | 100,000 | 100,000 | 30,406 | 30,406 | 26,368 USD | 26,672 USD | 63.20% | 63.20% |
14/11/2024 | 1.15% | 86.75 % | 87.75 % | 100,000 | 100,000 | 64,018 | 64,018 | 55,483 USD | 56,123 USD | 28.77% | 28.77% |
13/11/2024 | 1.15% | 86.60 % | 87.60 % | 100,000 | 100,000 | 28,810 | 28,810 | 24,997 USD | 25,285 USD | 89.70% | 89.70% |
12/11/2024 | 1.15% | 86.75 % | 87.75 % | 100,000 | 100,000 | 27,148 | 27,148 | 23,612 USD | 23,883 USD | 98.40% | 98.40% |
11/11/2024 | 1.15% | 86.10 % | 87.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,610 USD | 8,710 USD | 88.18% | 88.18% |
08/11/2024 | 1.17% | 85.80 % | 86.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 23,274 USD | 23,545 USD | 98.34% | 98.34% |
07/11/2024 | 1.18% | 85.30 % | 86.30 % | 100,000 | 100,000 | 23,316 | 23,316 | 19,833 USD | 20,066 USD | 92.67% | 92.67% |