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 | 1.03% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,000 USD | 27,276 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,617 USD | 27,896 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,308 | 27,308 | 27,040 USD | 27,312 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 98.90 % | 99.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,807 USD | 27,078 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,672 USD | 26,942 USD | 99.48% | 99.48% |
13/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 28,342 | 28,342 | 28,060 USD | 28,343 USD | 91.99% | 91.99% |
12/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,892 USD | 27,164 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.40 % | 100.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,940 USD | 10,040 USD | 88.21% | 88.21% |
08/11/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,972 USD | 27,247 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,536 USD | 100,530 USD | 14.01% | 14.01% |