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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/11/2024 | 1.00% | 99.55 % | 100.50 % | 100,000 | 100,000 | 27,425 | 27,425 | 27,442 USD | 27,716 USD | 96.84% | 96.84% |
25/11/2024 | 0.99% | 101.20 % | 102.20 % | 100,000 | 100,000 | 27,551 | 27,551 | 27,714 USD | 27,989 USD | 96.14% | 96.14% |
22/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,957 USD | 27,226 USD | 99.83% | 99.83% |
20/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 23,799 | 23,799 | 23,805 USD | 24,043 USD | 93.44% | 93.44% |
19/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,860 USD | 28,140 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 27,309 | 27,309 | 27,383 USD | 27,656 USD | 97.49% | 97.49% |
15/11/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,968 USD | 27,238 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,070 USD | 27,339 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 28,478 | 28,478 | 28,507 USD | 28,791 USD | 91.31% | 91.31% |
12/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,129 USD | 27,400 USD | 98.40% | 98.40% |