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% | 103.30 % | 104.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 28,174 USD | 28,447 USD | 97.86% | 97.86% |
19/11/2024 | 0.96% | 103.30 % | 104.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,773 USD | 29,052 USD | 94.45% | 94.45% |
18/11/2024 | 0.97% | 102.90 % | 103.90 % | 100,000 | 100,000 | 27,307 | 27,307 | 28,059 USD | 28,332 USD | 97.49% | 97.49% |
15/11/2024 | 0.96% | 103.00 % | 104.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,928 USD | 28,199 USD | 98.77% | 98.77% |
14/11/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,916 USD | 28,186 USD | 99.48% | 99.48% |
13/11/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 28,552 | 28,552 | 29,578 USD | 29,863 USD | 90.95% | 90.95% |
12/11/2024 | 0.96% | 103.40 % | 104.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 28,087 USD | 28,359 USD | 98.40% | 98.40% |
11/11/2024 | 0.96% | 103.40 % | 104.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,340 USD | 10,440 USD | 88.21% | 88.21% |
08/11/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 28,094 USD | 28,365 USD | 98.34% | 98.34% |
07/11/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 23,266 | 23,266 | 24,066 USD | 24,299 USD | 92.92% | 92.92% |