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 | 1.07% | 92.50 % | 93.50 % | 100,000 | 100,000 | 34,421 | 34,421 | 31,925 USD | 32,269 USD | 69.09% | 97.86% |
19/11/2024 | 1.07% | 92.95 % | 93.95 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,873 USD | 26,152 USD | 94.45% | 94.45% |
18/11/2024 | 1.07% | 92.85 % | 93.85 % | 100,000 | 100,000 | 27,307 | 27,307 | 25,379 USD | 25,652 USD | 97.49% | 97.49% |
15/11/2024 | 1.05% | 92.85 % | 93.85 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,407 USD | 25,678 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 95.00 % | 96.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,653 USD | 25,922 USD | 99.48% | 99.48% |
13/11/2024 | 1.05% | 95.60 % | 96.60 % | 100,000 | 100,000 | 28,811 | 28,811 | 27,405 USD | 27,693 USD | 89.69% | 89.69% |
12/11/2024 | 1.06% | 94.80 % | 95.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,688 USD | 25,960 USD | 98.40% | 98.40% |
11/11/2024 | 1.07% | 93.20 % | 94.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,320 USD | 9,420 USD | 88.17% | 88.17% |
08/11/2024 | 1.06% | 93.20 % | 94.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,353 USD | 25,625 USD | 98.34% | 98.34% |
07/11/2024 | 1.06% | 93.20 % | 94.20 % | 100,000 | 100,000 | 23,374 | 23,374 | 21,824 USD | 22,058 USD | 92.78% | 92.78% |