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 | 0.90% | 89.00 % | 89.80 % | 500,000 | 500,000 | 498,757 | 498,757 | 445,908 USD | 449,900 USD | 97.95% | 97.95% |
19/11/2024 | 1.11% | 89.00 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,051 USD | 452,051 USD | 99.86% | 99.86% |
18/11/2024 | 1.11% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,953 USD | 454,953 USD | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.60 % | 90.40 % | 500,000 | 500,000 | 498,455 | 498,455 | 446,022 USD | 450,015 USD | 100.00% | 100.00% |
14/11/2024 | 0.90% | 88.70 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,394 USD | 445,394 USD | 100.00% | 100.00% |
13/11/2024 | 1.13% | 88.30 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,574 USD | 445,574 USD | 100.00% | 100.00% |
12/11/2024 | 1.12% | 87.70 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,629 USD | 448,629 USD | 100.00% | 100.00% |
11/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 499,870 | 499,870 | 449,709 USD | 453,709 USD | 99.92% | 99.92% |
08/11/2024 | 0.88% | 89.40 % | 90.20 % | 500,000 | 500,000 | 497,063 | 497,063 | 449,992 USD | 453,980 USD | 100.00% | 100.00% |
07/11/2024 | 1.08% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,823 USD | 463,823 USD | 98.10% | 98.10% |