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 | 1.49% | 66.15 % | 67.15 % | 100,000 | 100,000 | 27,241 | 27,241 | 18,052 USD | 18,324 USD | 97.86% | 97.86% |
19/11/2024 | 1.47% | 66.45 % | 67.45 % | 100,000 | 100,000 | 27,865 | 27,865 | 18,685 USD | 18,963 USD | 94.45% | 94.45% |
18/11/2024 | 1.48% | 66.85 % | 67.85 % | 100,000 | 100,000 | 27,307 | 27,307 | 18,345 USD | 18,618 USD | 97.50% | 97.50% |
15/11/2024 | 1.47% | 66.90 % | 67.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 18,260 USD | 18,531 USD | 98.77% | 98.77% |
14/11/2024 | 1.45% | 69.00 % | 70.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 18,567 USD | 18,837 USD | 99.48% | 99.48% |
13/11/2024 | 1.49% | 67.30 % | 68.30 % | 100,000 | 100,000 | 29,043 | 29,043 | 19,458 USD | 19,749 USD | 88.60% | 88.60% |
12/11/2024 | 1.46% | 66.45 % | 67.45 % | 100,000 | 100,000 | 27,148 | 27,148 | 18,292 USD | 18,564 USD | 98.40% | 98.40% |
11/11/2024 | 1.41% | 70.55 % | 71.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 7,055 USD | 7,155 USD | 88.18% | 88.18% |
08/11/2024 | 1.40% | 71.15 % | 72.15 % | 100,000 | 100,000 | 27,158 | 27,158 | 19,241 USD | 19,513 USD | 98.34% | 98.34% |
07/11/2024 | 1.44% | 70.45 % | 71.45 % | 100,000 | 100,000 | 23,350 | 23,350 | 16,279 USD | 16,513 USD | 92.72% | 92.72% |