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 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,919 USD | 492,960 USD | 96.80% | 96.80% |
19/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,722 USD | 488,861 USD | 98.38% | 98.38% |
18/11/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,392 USD | 484,696 USD | 98.74% | 98.74% |
15/11/2024 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,798 USD | 481,399 USD | 99.37% | 99.37% |
14/11/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,259 USD | 486,130 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,872 USD | 490,936 USD | 96.33% | 96.33% |
12/11/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,049 USD | 493,524 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,879 USD | 496,439 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,196 USD | 495,598 USD | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,370 USD | 493,185 USD | 98.97% | 98.97% |