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 | 0.65% | 91.95 % | 92.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,938 USD | 232,438 USD | 100.00% | 100.00% |
19/11/2024 | 0.66% | 91.12 % | 91.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,671 USD | 229,171 USD | 89.36% | 89.36% |
18/11/2024 | 0.65% | 90.73 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,354 USD | 230,854 USD | 99.66% | 99.66% |
15/11/2024 | 0.62% | 93.39 % | 93.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,726 USD | 241,226 USD | 100.00% | 100.00% |
14/11/2024 | 0.61% | 97.17 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,199 USD | 244,699 USD | 100.00% | 100.00% |
13/11/2024 | 0.61% | 97.52 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,457 USD | 245,957 USD | 100.00% | 100.00% |
12/11/2024 | 0.61% | 97.83 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,527 USD | 247,027 USD | 98.72% | 98.72% |
11/11/2024 | 0.61% | 98.52 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,608 USD | 247,108 USD | 100.00% | 100.00% |
08/11/2024 | 0.61% | 98.13 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,376 USD | 244,876 USD | 99.84% | 99.84% |
07/11/2024 | 0.62% | 97.41 % | 98.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,108 USD | 244,608 USD | 100.00% | 100.00% |