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 | 0.48% | 94.20 % | 94.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,081 USD | 473,290 USD | 99.36% | 99.36% |
19/11/2024 | 0.48% | 93.80 % | 94.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 932,106 USD | 468,303 USD | 99.38% | 99.38% |
18/11/2024 | 0.49% | 93.05 % | 93.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,022 USD | 464,261 USD | 99.38% | 99.38% |
15/11/2024 | 0.49% | 91.95 % | 92.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,420 USD | 461,460 USD | 99.38% | 99.38% |
14/11/2024 | 0.48% | 92.75 % | 93.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 929,614 USD | 467,057 USD | 99.38% | 99.38% |
13/11/2024 | 0.48% | 93.70 % | 94.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,556 USD | 473,028 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 94.05 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,082 USD | 475,944 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,679 USD | 480,340 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,725 USD | 478,863 USD | 99.38% | 99.38% |
07/11/2024 | 0.49% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,632 USD | 476,134 USD | 98.78% | 98.78% |