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 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,614 USD | 26,886 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,727 USD | 98,727 USD | 12.60% | 12.60% |
18/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,305 | 27,305 | 26,659 USD | 26,933 USD | 97.51% | 97.51% |
15/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,411 USD | 26,681 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,317 USD | 26,586 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 28,812 | 28,812 | 28,097 USD | 28,385 USD | 89.69% | 89.69% |
12/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,490 USD | 26,762 USD | 98.40% | 98.40% |
11/11/2024 | 1.02% | 97.60 % | 98.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,760 USD | 9,860 USD | 88.17% | 88.17% |
08/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,505 USD | 26,777 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,522 USD | 98,522 USD | 14.59% | 14.59% |