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 | 1.09% | 90.75 % | 91.75 % | 100,000 | 100,000 | 27,241 | 27,241 | 24,852 USD | 25,125 USD | 97.86% | 97.86% |
19/11/2024 | 1.09% | 90.80 % | 91.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,317 USD | 25,596 USD | 94.45% | 94.45% |
18/11/2024 | 1.11% | 90.20 % | 91.20 % | 100,000 | 100,000 | 27,307 | 27,307 | 24,573 USD | 24,846 USD | 97.49% | 97.49% |
15/11/2024 | 1.09% | 90.05 % | 91.05 % | 100,000 | 100,000 | 27,083 | 27,083 | 24,513 USD | 24,784 USD | 98.77% | 98.77% |
14/11/2024 | 1.10% | 89.90 % | 90.90 % | 100,000 | 100,000 | 63,937 | 63,937 | 57,687 USD | 58,326 USD | 28.72% | 28.72% |
13/11/2024 | 1.10% | 90.30 % | 91.30 % | 100,000 | 100,000 | 28,887 | 28,887 | 26,103 USD | 26,392 USD | 89.33% | 89.33% |
12/11/2024 | 1.09% | 90.50 % | 91.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,606 USD | 24,878 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 93.55 % | 94.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,355 USD | 9,455 USD | 88.21% | 88.21% |
08/11/2024 | 1.06% | 93.35 % | 94.35 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,453 USD | 25,724 USD | 98.34% | 98.34% |
07/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,310 USD | 96,310 USD | 13.64% | 13.64% |