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 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,409 USD | 27,681 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,884 | 27,884 | 28,051 USD | 28,330 USD | 94.35% | 94.35% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 27,370 | 27,370 | 27,544 USD | 27,818 USD | 97.14% | 97.14% |
15/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,244 USD | 27,515 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 26,970 | 26,970 | 27,177 USD | 27,447 USD | 99.43% | 99.43% |
13/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 28,800 | 28,800 | 29,018 USD | 29,306 USD | 89.74% | 89.74% |
12/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 27,211 | 27,211 | 27,384 USD | 27,656 USD | 98.03% | 98.03% |
11/11/2024 | 0.99% | 100.60 % | 101.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,060 USD | 10,160 USD | 88.17% | 88.17% |
08/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,302 USD | 27,574 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 22,955 | 22,955 | 23,064 USD | 23,294 USD | 99.42% | 99.42% |