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% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,262 USD | 494,631 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,601 USD | 493,300 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,750 USD | 491,375 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,375 USD | 494,187 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,798 USD | 495,899 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,146 USD | 496,573 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,069 USD | 497,534 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,141 USD | 498,071 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,777 USD | 496,888 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,528 USD | 496,264 USD | 98.78% | 98.78% |