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 | 1.02% | 96.85 % | 97.85 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,442 USD | 26,714 USD | 97.86% | 97.86% |
19/11/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,032 USD | 27,311 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,462 USD | 26,735 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,351 USD | 26,622 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,348 USD | 26,617 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 28,734 | 28,734 | 28,064 USD | 28,352 USD | 90.06% | 90.06% |
12/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,546 USD | 26,818 USD | 98.40% | 98.40% |
11/11/2024 | 1.02% | 97.90 % | 98.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,790 USD | 9,890 USD | 88.21% | 88.21% |
08/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,580 USD | 26,851 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 23,895 | 23,895 | 23,336 USD | 23,575 USD | 93.43% | 93.43% |