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 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,995 USD | 27,268 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,596 USD | 27,874 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,905 USD | 27,178 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,513 USD | 26,784 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 63,878 | 63,878 | 62,655 USD | 63,294 USD | 28.67% | 28.67% |
13/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 28,832 | 28,832 | 28,282 USD | 28,570 USD | 89.59% | 89.59% |
12/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,672 USD | 26,944 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.70 % | 100.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,970 USD | 10,070 USD | 88.21% | 88.21% |
08/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,046 USD | 27,319 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,569 USD | 100,575 USD | 13.79% | 13.79% |