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 | 0.66% | 91.08 % | 91.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,238 USD | 229,738 USD | 100.00% | 100.00% |
19/11/2024 | 0.64% | 92.04 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,069 USD | 233,569 USD | 89.36% | 89.36% |
18/11/2024 | 0.65% | 92.42 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,110 USD | 231,610 USD | 99.67% | 99.67% |
15/11/2024 | 0.64% | 91.48 % | 92.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,088 USD | 233,588 USD | 100.00% | 100.00% |
14/11/2024 | 0.62% | 95.42 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,513 USD | 241,013 USD | 100.00% | 100.00% |
13/11/2024 | 0.62% | 96.13 % | 96.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,429 USD | 242,929 USD | 100.00% | 100.00% |
12/11/2024 | 0.62% | 96.29 % | 96.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,627 USD | 243,127 USD | 98.72% | 98.72% |
11/11/2024 | 0.60% | 98.06 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,026 USD | 249,526 USD | 100.00% | 100.00% |
08/11/2024 | 0.59% | 99.93 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,379 USD | 252,879 USD | 99.83% | 99.83% |
07/11/2024 | 0.59% | 101.04 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,199 USD | 254,699 USD | 100.00% | 100.00% |