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 | 0.49% | 81.10 % | 81.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 808,815 USD | 406,408 USD | 99.38% | 99.38% |
19/11/2024 | 0.49% | 80.30 % | 80.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 807,248 USD | 405,624 USD | 98.21% | 98.21% |
18/11/2024 | 0.50% | 79.95 % | 80.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 802,926 USD | 403,463 USD | 99.38% | 99.38% |
15/11/2024 | 0.50% | 80.55 % | 80.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 798,195 USD | 401,097 USD | 20.06% | 98.68% |
14/11/2024 | - | 82.30 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.38% |
13/11/2024 | - | 82.45 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.38% |
12/11/2024 | - | 83.65 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.38% |
11/11/2024 | - | 84.45 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.38% |
08/11/2024 | - | 85.25 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.38% |
07/11/2024 | - | 84.60 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 98.78% |