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 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,732 USD | 28,004 USD | 97.86% | 97.86% |
19/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,367 USD | 28,646 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,308 | 27,308 | 27,795 USD | 28,069 USD | 97.49% | 97.49% |
15/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,544 USD | 27,814 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,421 USD | 27,691 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 29,054 | 29,054 | 29,548 USD | 29,838 USD | 88.55% | 88.55% |
12/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,609 USD | 27,881 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 101.70 % | 102.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,170 USD | 10,270 USD | 88.18% | 88.18% |
08/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,616 USD | 27,887 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 23,746 | 23,746 | 24,125 USD | 24,363 USD | 95.57% | 95.57% |