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 | 0.52% | 67.10 % | 67.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 674,266 USD | 338,883 USD | 99.34% | 99.34% |
19/11/2024 | 0.51% | 67.40 % | 67.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 686,080 USD | 344,790 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 67.85 % | 68.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 681,334 USD | 342,417 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 67.95 % | 68.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 689,119 USD | 346,310 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 70.40 % | 70.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 699,065 USD | 351,283 USD | 99.38% | 99.38% |
13/11/2024 | 0.52% | 68.20 % | 68.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 675,038 USD | 339,269 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 67.20 % | 67.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 688,179 USD | 345,840 USD | 99.38% | 99.38% |
11/11/2024 | 0.49% | 69.95 % | 70.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 719,488 USD | 361,494 USD | 99.38% | 99.38% |
08/11/2024 | 0.48% | 72.95 % | 73.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 722,887 USD | 363,194 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 72.00 % | 72.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 704,758 USD | 354,129 USD | 98.78% | 98.78% |