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 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,223 USD | 27,490 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 99.95 % | 100.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,850 USD | 28,128 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,308 | 27,308 | 27,294 USD | 27,565 USD | 97.49% | 97.49% |
15/11/2024 | 1.01% | 99.95 % | 101.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,065 USD | 27,339 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,977 USD | 27,247 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 28,415 | 28,415 | 28,456 USD | 28,740 USD | 91.63% | 91.63% |
12/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,161 USD | 27,433 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.10 % | 101.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,010 USD | 10,110 USD | 88.18% | 88.18% |
08/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,182 USD | 27,454 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 23,986 | 23,986 | 23,983 USD | 24,223 USD | 93.92% | 93.92% |