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 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,034 USD | 26,306 USD | 97.86% | 97.86% |
19/11/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,591 USD | 96,591 USD | 12.60% | 12.60% |
18/11/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 27,309 | 27,309 | 26,081 USD | 26,354 USD | 97.49% | 97.49% |
15/11/2024 | 1.03% | 96.05 % | 97.05 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,095 USD | 26,366 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,273 USD | 26,543 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 28,713 | 28,713 | 27,935 USD | 28,222 USD | 90.17% | 90.17% |
12/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,491 USD | 26,762 USD | 98.40% | 98.40% |
11/11/2024 | 1.03% | 96.65 % | 97.65 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,665 USD | 9,765 USD | 88.21% | 88.21% |
08/11/2024 | 1.02% | 96.80 % | 97.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,343 USD | 26,614 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 97.00 % | 98.00 % | 100,000 | 100,000 | 23,289 | 23,289 | 22,610 USD | 22,843 USD | 92.64% | 92.64% |