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 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,912 USD | 28,185 USD | 97.86% | 97.86% |
19/11/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,552 USD | 28,830 USD | 94.45% | 94.45% |
18/11/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 27,307 | 27,307 | 27,923 USD | 28,196 USD | 97.49% | 97.49% |
15/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,661 USD | 27,931 USD | 98.77% | 98.77% |
14/11/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,632 USD | 27,901 USD | 99.48% | 99.48% |
13/11/2024 | 0.97% | 102.60 % | 103.60 % | 100,000 | 100,000 | 28,917 | 28,917 | 29,626 USD | 29,915 USD | 89.19% | 89.19% |
12/11/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,702 USD | 27,973 USD | 98.40% | 98.40% |
11/11/2024 | 0.98% | 101.90 % | 102.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,190 USD | 10,290 USD | 88.21% | 88.21% |
08/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,668 USD | 27,940 USD | 98.34% | 98.34% |
07/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,051 | 27,051 | 27,507 USD | 27,778 USD | 77.04% | 77.04% |