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 | 0.51% | 59.05 % | 59.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 591,859 USD | 297,429 USD | 78.19% | 97.21% |
19/11/2024 | 0.50% | 59.80 % | 60.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 604,041 USD | 303,521 USD | 92.53% | 93.42% |
18/11/2024 | 0.50% | 59.50 % | 59.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 596,554 USD | 299,777 USD | 98.86% | 98.86% |
15/11/2024 | 0.49% | 60.70 % | 61.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 606,363 USD | 304,681 USD | 98.28% | 98.95% |
14/11/2024 | 0.49% | 61.40 % | 61.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 613,646 USD | 308,323 USD | 98.25% | 98.25% |
13/11/2024 | 0.50% | 59.75 % | 60.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 595,307 USD | 299,154 USD | 16.50% | 96.37% |
12/11/2024 | 0.49% | 59.40 % | 61.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 605,641 USD | 304,320 USD | 74.02% | 81.96% |
11/11/2024 | 0.47% | 61.40 % | 61.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 633,708 USD | 318,354 USD | 94.57% | 95.50% |
08/11/2024 | 0.47% | 64.30 % | 64.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 637,118 USD | 320,059 USD | 94.70% | 94.70% |
07/11/2024 | 0.48% | 63.50 % | 63.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 618,538 USD | 310,769 USD | 88.63% | 88.63% |