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% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,694 USD | 493,847 USD | 96.83% | 96.83% |
19/11/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,401 USD | 489,700 USD | 99.36% | 99.36% |
18/11/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,558 USD | 485,779 USD | 98.74% | 98.74% |
15/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,705 USD | 481,852 USD | 99.37% | 99.37% |
14/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,389 USD | 487,195 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,934 USD | 491,467 USD | 99.37% | 99.37% |
12/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,893 USD | 493,946 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,586 USD | 496,793 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,127 USD | 495,563 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,389 USD | 492,695 USD | 98.97% | 98.97% |