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 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 27,241 | 27,241 | 28,297 USD | 28,569 USD | 97.86% | 97.86% |
19/11/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,902 USD | 29,180 USD | 94.45% | 94.45% |
18/11/2024 | 0.96% | 103.40 % | 104.40 % | 100,000 | 100,000 | 27,308 | 27,308 | 28,187 USD | 28,460 USD | 97.49% | 97.49% |
15/11/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 27,083 | 27,083 | 28,059 USD | 28,330 USD | 98.77% | 98.77% |
14/11/2024 | 0.96% | 103.90 % | 104.90 % | 100,000 | 100,000 | 26,961 | 26,961 | 28,037 USD | 28,307 USD | 99.48% | 99.48% |
13/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 29,032 | 29,032 | 30,210 USD | 30,500 USD | 88.65% | 88.65% |
12/11/2024 | 0.96% | 103.90 % | 104.90 % | 100,000 | 100,000 | 27,148 | 27,148 | 28,218 USD | 28,490 USD | 98.40% | 98.40% |
11/11/2024 | 0.96% | 103.90 % | 104.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,390 USD | 10,490 USD | 88.18% | 88.18% |
08/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 28,221 USD | 28,493 USD | 98.34% | 98.34% |
07/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 23,986 | 23,986 | 24,930 USD | 25,170 USD | 93.92% | 93.92% |