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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 27,551 | 27,551 | 26,722 USD | 26,998 USD | 96.14% | 96.14% |
22/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,324 USD | 26,593 USD | 99.83% | 99.83% |
20/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,543 USD | 26,815 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,125 USD | 27,404 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,404 USD | 26,677 USD | 97.49% | 97.49% |
15/11/2024 | 1.03% | 95.95 % | 96.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,006 USD | 26,277 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 63,938 | 63,938 | 61,509 USD | 62,148 USD | 28.72% | 28.72% |
13/11/2024 | 1.03% | 95.95 % | 96.95 % | 100,000 | 100,000 | 28,745 | 28,745 | 27,639 USD | 27,926 USD | 90.01% | 90.01% |
12/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,202 USD | 26,473 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.20 % | 99.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,820 USD | 9,920 USD | 88.21% | 88.21% |