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 | 0.98% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,105 USD | 27,375 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,734 USD | 28,014 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.55 % | 100.60 % | 100,000 | 100,000 | 27,307 | 27,307 | 27,183 USD | 27,458 USD | 97.49% | 97.49% |
15/11/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,006 USD | 27,278 USD | 98.77% | 98.77% |
14/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,967 USD | 27,240 USD | 99.48% | 99.48% |
13/11/2024 | 1.00% | 100.10 % | 101.10 % | 100,000 | 100,000 | 28,669 | 28,669 | 28,661 USD | 28,949 USD | 90.38% | 90.38% |
12/11/2024 | 1.01% | 99.75 % | 100.80 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,086 USD | 27,357 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.85 % | 100.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,985 USD | 10,080 USD | 88.18% | 88.18% |
08/11/2024 | 1.01% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,113 USD | 27,385 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 99.90 % | 100.90 % | 100,000 | 100,000 | 23,380 | 23,380 | 23,351 USD | 23,585 USD | 92.80% | 92.80% |