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 | 1.03% | 96.70 % | 97.70 % | 100,000 | 92,000 | 27,241 | 25,709 | 26,370 USD | 25,142 USD | 97.86% | 97.86% |
19/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 92,000 | 27,865 | 26,277 | 26,972 USD | 25,698 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 92,000 | 27,307 | 25,769 | 26,320 USD | 25,095 USD | 97.49% | 97.49% |
15/11/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 92,000 | 27,083 | 25,565 | 25,932 USD | 24,733 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 92,000 | 63,938 | 59,143 | 61,339 USD | 57,330 USD | 28.72% | 28.72% |
13/11/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 92,000 | 28,723 | 27,059 | 27,548 USD | 26,223 USD | 90.11% | 90.11% |
12/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 92,000 | 27,148 | 25,624 | 26,089 USD | 24,881 USD | 98.40% | 98.40% |
11/11/2024 | 1.02% | 97.55 % | 98.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,755 USD | 9,855 USD | 88.21% | 88.21% |
08/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 92,000 | 27,158 | 25,633 | 26,432 USD | 25,204 USD | 98.34% | 98.34% |
07/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 92,000 | 100,000 | 91,870 | 97,326 USD | 90,333 USD | 13.81% | 13.81% |