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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.11% | 26.85 USD | 27.15 USD | 27,800 | 27,800 | 27,966 | 27,966 | 749,424 USD | 757,814 USD | 100.00% | 100.00% |
20/11/2024 | 1.14% | 26.25 USD | 26.55 USD | 28,600 | 28,600 | 28,698 | 28,698 | 749,568 USD | 758,178 USD | 100.00% | 100.00% |
19/11/2024 | 1.14% | 26.05 USD | 26.35 USD | 28,800 | 28,800 | 28,674 | 28,674 | 748,616 USD | 757,219 USD | 98.77% | 98.77% |
18/11/2024 | 1.16% | 25.95 USD | 26.25 USD | 28,800 | 28,800 | 29,062 | 29,062 | 749,059 USD | 757,778 USD | 100.00% | 100.00% |
15/11/2024 | 1.17% | 25.55 USD | 25.85 USD | 29,400 | 29,400 | 29,397 | 29,397 | 749,340 USD | 758,159 USD | 100.00% | 100.00% |
14/11/2024 | 1.18% | 25.50 USD | 25.80 USD | 29,400 | 29,400 | 29,541 | 29,541 | 748,931 USD | 757,793 USD | 99.91% | 99.91% |
13/11/2024 | 1.15% | 25.85 USD | 26.15 USD | 29,000 | 29,000 | 28,949 | 28,949 | 749,450 USD | 758,135 USD | 100.00% | 100.00% |
12/11/2024 | 1.15% | 25.80 USD | 26.10 USD | 29,000 | 29,000 | 28,982 | 28,982 | 748,484 USD | 757,178 USD | 100.00% | 100.00% |
11/11/2024 | 1.13% | 25.95 USD | 26.25 USD | 28,800 | 28,800 | 28,443 | 28,443 | 748,662 USD | 757,195 USD | 100.00% | 100.00% |
08/11/2024 | 1.12% | 26.65 USD | 26.95 USD | 28,000 | 28,000 | 28,003 | 28,003 | 748,143 USD | 756,544 USD | 100.00% | 100.00% |