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 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,365 USD | 27,637 USD | 97.86% | 97.86% |
19/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,918 USD | 28,196 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,309 | 27,309 | 27,139 USD | 27,414 USD | 97.49% | 97.49% |
15/11/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,079 USD | 27,350 USD | 98.77% | 98.77% |
14/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,079 USD | 27,348 USD | 99.48% | 99.48% |
13/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 28,843 | 28,843 | 28,991 USD | 29,280 USD | 89.54% | 89.54% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,256 USD | 27,528 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.30 % | 101.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,030 USD | 10,130 USD | 88.19% | 88.19% |
08/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,245 USD | 27,516 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 24,046 | 24,046 | 24,119 USD | 24,360 USD | 93.60% | 93.60% |