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 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,837 USD | 27,110 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,598 USD | 27,876 USD | 94.45% | 94.45% |
18/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,953 USD | 27,226 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,502 USD | 26,773 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 63,740 | 63,740 | 61,994 USD | 62,632 USD | 28.57% | 28.57% |
13/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 28,854 | 28,854 | 28,342 USD | 28,630 USD | 89.49% | 89.49% |
12/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,692 USD | 26,963 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.70 % | 101.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,070 USD | 10,170 USD | 88.21% | 88.21% |
08/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,328 USD | 27,599 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,090 USD | 102,090 USD | 14.05% | 14.05% |