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 | 1.34% | 95.65 % | 96.95 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,136 USD | 26,490 USD | 97.86% | 97.86% |
19/11/2024 | 1.35% | 95.65 % | 96.95 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,686 USD | 27,048 USD | 94.45% | 94.45% |
18/11/2024 | 1.36% | 95.30 % | 96.60 % | 100,000 | 100,000 | 27,307 | 27,307 | 25,972 USD | 26,327 USD | 97.49% | 97.49% |
15/11/2024 | 1.35% | 95.25 % | 96.55 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,855 USD | 26,207 USD | 98.77% | 98.77% |
14/11/2024 | 1.36% | 95.10 % | 96.40 % | 100,000 | 100,000 | 63,744 | 63,744 | 60,758 USD | 61,587 USD | 28.57% | 28.57% |
13/11/2024 | 1.35% | 95.40 % | 96.70 % | 100,000 | 100,000 | 28,821 | 28,821 | 27,510 USD | 27,884 USD | 89.65% | 89.65% |
12/11/2024 | 1.35% | 95.40 % | 96.70 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,930 USD | 26,283 USD | 98.40% | 98.40% |
11/11/2024 | 1.33% | 97.20 % | 98.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,720 USD | 9,850 USD | 88.18% | 88.18% |
08/11/2024 | 1.33% | 97.10 % | 98.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,399 USD | 26,752 USD | 98.34% | 98.34% |
07/11/2024 | 1.32% | 97.95 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,887 USD | 99,187 USD | 14.00% | 14.00% |