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 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,227 USD | 27,499 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,826 USD | 28,106 USD | 94.45% | 94.45% |
18/11/2024 | 0.98% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,309 | 27,309 | 27,246 USD | 27,515 USD | 97.49% | 97.49% |
15/11/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,039 USD | 27,316 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 99.95 % | 100.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,954 USD | 27,220 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 28,457 | 28,457 | 28,459 USD | 28,743 USD | 91.42% | 91.42% |
12/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,150 USD | 27,421 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.95 % | 100.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,995 USD | 10,090 USD | 88.17% | 88.17% |
08/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,147 USD | 27,415 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.95 % | 100.90 % | 100,000 | 100,000 | 24,040 | 24,040 | 24,028 USD | 24,261 USD | 93.56% | 93.56% |