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 | 1.07% | 92.20 % | 93.20 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,229 USD | 25,502 USD | 97.86% | 97.86% |
19/11/2024 | 1.08% | 92.20 % | 93.20 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,724 USD | 26,002 USD | 94.45% | 94.45% |
18/11/2024 | 1.09% | 91.65 % | 92.65 % | 100,000 | 100,000 | 27,308 | 27,308 | 24,969 USD | 25,242 USD | 97.49% | 97.49% |
15/11/2024 | 1.08% | 91.35 % | 92.35 % | 100,000 | 100,000 | 27,083 | 27,083 | 24,832 USD | 25,103 USD | 98.77% | 98.77% |
14/11/2024 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 63,745 | 63,745 | 58,312 USD | 58,949 USD | 28.56% | 28.56% |
13/11/2024 | 1.08% | 91.65 % | 92.65 % | 100,000 | 100,000 | 28,734 | 28,734 | 26,361 USD | 26,648 USD | 90.06% | 90.06% |
12/11/2024 | 1.08% | 91.85 % | 92.85 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,960 USD | 25,232 USD | 98.40% | 98.40% |
11/11/2024 | 1.05% | 94.65 % | 95.65 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,465 USD | 9,565 USD | 18.77% | 18.77% |
08/11/2024 | 1.05% | 94.45 % | 95.45 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,713 USD | 25,985 USD | 98.34% | 98.34% |
07/11/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,884 USD | 96,884 USD | 13.79% | 13.79% |