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 | 0.49% | 91.65 % | 92.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 921,064 USD | 462,782 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.75 % | 92.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,533 USD | 462,016 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 92.05 % | 92.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 915,691 USD | 460,096 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 91.60 % | 92.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,434 USD | 464,467 USD | 99.38% | 99.38% |
14/11/2024 | 0.48% | 93.30 % | 93.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,637 USD | 470,069 USD | 99.38% | 99.38% |
13/11/2024 | 0.48% | 93.45 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 943,425 USD | 473,962 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 94.40 % | 94.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,041 USD | 479,477 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,420 USD | 485,710 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,357 USD | 487,179 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,873 USD | 486,436 USD | 98.78% | 98.78% |