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 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,418 USD | 27,690 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,034 USD | 28,313 USD | 94.45% | 94.45% |
18/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 27,308 | 27,308 | 27,449 USD | 27,722 USD | 97.49% | 97.49% |
15/11/2024 | 0.98% | 100.80 % | 101.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,342 USD | 27,613 USD | 98.77% | 98.77% |
14/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,361 USD | 27,630 USD | 99.48% | 99.48% |
13/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 28,714 | 28,714 | 29,129 USD | 29,416 USD | 90.16% | 90.16% |
12/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,541 USD | 27,812 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 101.50 % | 102.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,150 USD | 10,250 USD | 88.21% | 88.21% |
08/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,563 USD | 27,835 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 24,043 | 24,043 | 24,381 USD | 24,622 USD | 93.62% | 93.62% |