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 | 0.88% | 91.10 % | 91.90 % | 500,000 | 500,000 | 143,464 | 143,464 | 130,748 USD | 131,896 USD | 97.95% | 97.95% |
19/11/2024 | 1.09% | 91.60 % | 92.60 % | 500,000 | 500,000 | 147,244 | 147,244 | 135,543 USD | 137,019 USD | 100.00% | 100.00% |
18/11/2024 | 1.15% | 91.30 % | 92.30 % | 500,000 | 500,000 | 144,245 | 144,245 | 132,035 USD | 133,492 USD | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.20 % | 92.00 % | 500,000 | 500,000 | 148,056 | 148,056 | 135,732 USD | 136,917 USD | 100.00% | 100.00% |
14/11/2024 | 0.88% | 92.80 % | 93.60 % | 500,000 | 500,000 | 147,101 | 147,101 | 136,332 USD | 137,512 USD | 100.00% | 100.00% |
13/11/2024 | 2.60% | 91.30 % | 92.30 % | 500,000 | 500,000 | 147,802 | 147,802 | 134,527 USD | 136,694 USD | 100.00% | 100.00% |
12/11/2024 | 1.78% | 90.80 % | 91.80 % | 500,000 | 500,000 | 146,575 | 146,575 | 134,479 USD | 136,265 USD | 100.00% | 100.00% |
11/11/2024 | 0.89% | 93.00 % | 93.80 % | 500,000 | 500,000 | 145,454 | 145,454 | 136,771 USD | 137,945 USD | 100.00% | 100.00% |
08/11/2024 | 0.89% | 93.90 % | 94.70 % | 500,000 | 500,000 | 145,732 | 145,732 | 136,598 USD | 137,773 USD | 100.00% | 100.00% |
07/11/2024 | 1.10% | 92.70 % | 93.70 % | 500,000 | 500,000 | 147,673 | 147,673 | 136,196 USD | 137,675 USD | 99.76% | 99.76% |