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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,616 USD | 482,808 USD | 99.38% | 99.38% |
22/11/2024 | 0.52% | 95.30 % | 95.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,637 USD | 477,317 USD | 99.38% | 99.38% |
20/11/2024 | 0.48% | 94.10 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,773 USD | 473,637 USD | 99.38% | 99.38% |
19/11/2024 | 0.48% | 94.20 % | 94.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,650 USD | 475,106 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,633 USD | 478,816 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 94.15 % | 94.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,993 USD | 483,960 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,550 USD | 487,775 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,167 USD | 487,584 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,476 USD | 490,738 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,766 USD | 492,383 USD | 99.38% | 99.38% |