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% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,634 USD | 493,817 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,695 USD | 493,347 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,197 USD | 493,098 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,809 USD | 495,405 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,555 USD | 496,278 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,574 USD | 495,787 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,627 USD | 495,314 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,017 USD | 496,008 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,239 USD | 496,119 USD | 99.36% | 99.36% |
07/11/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,896 USD | 495,448 USD | 98.78% | 98.78% |