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 | 0.84% | 95.70 % | 96.50 % | 500,000 | 500,000 | 143,382 | 143,382 | 137,397 USD | 138,544 USD | 97.94% | 97.94% |
19/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 147,649 | 147,649 | 141,759 USD | 143,238 USD | 100.00% | 100.00% |
18/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 147,421 | 147,421 | 142,180 USD | 143,658 USD | 100.00% | 100.00% |
15/11/2024 | 0.90% | 97.50 % | 98.30 % | 500,000 | 500,000 | 142,765 | 142,765 | 139,126 USD | 140,292 USD | 100.00% | 100.00% |
14/11/2024 | 0.91% | 97.20 % | 98.00 % | 500,000 | 500,000 | 140,280 | 140,280 | 136,284 USD | 137,426 USD | 98.48% | 98.48% |
13/11/2024 | 1.04% | 95.70 % | 96.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 47,841 USD | 48,341 USD | 37.94% | 37.94% |
12/11/2024 | 1.05% | 95.40 % | 96.40 % | 500,000 | 500,000 | 148,001 | 148,001 | 141,358 USD | 142,838 USD | 100.00% | 100.00% |
11/11/2024 | 0.84% | 95.60 % | 96.40 % | 500,000 | 500,000 | 148,218 | 148,218 | 141,686 USD | 142,872 USD | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 148,160 | 148,160 | 140,887 USD | 142,072 USD | 100.00% | 100.00% |
07/11/2024 | 1.06% | 94.70 % | 95.70 % | 500,000 | 500,000 | 148,708 | 148,708 | 140,822 USD | 142,312 USD | 98.58% | 98.58% |