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 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,889 USD | 490,944 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,580 USD | 488,790 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,636 USD | 483,318 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,438 USD | 485,219 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,529 USD | 496,765 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,436 USD | 493,718 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,144 USD | 494,572 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,994 USD | 495,997 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,193 USD | 497,596 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,338 USD | 492,669 USD | 98.78% | 98.78% |