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% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,641 USD | 26,913 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,258 USD | 27,536 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,731 USD | 27,004 USD | 97.49% | 97.49% |
15/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,602 USD | 26,873 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,611 USD | 26,880 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 28,457 | 28,457 | 28,021 USD | 28,306 USD | 91.42% | 91.42% |
12/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,713 USD | 26,985 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.55 % | 99.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,855 USD | 9,955 USD | 88.20% | 88.20% |
08/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,809 USD | 27,080 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 26,005 | 26,005 | 25,637 USD | 25,897 USD | 78.11% | 78.11% |