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 | 1.15% | 86.55 % | 87.55 % | 100,000 | 100,000 | 27,241 | 27,241 | 23,643 USD | 23,916 USD | 97.86% | 97.86% |
19/11/2024 | 1.15% | 85.45 % | 86.45 % | 100,000 | 100,000 | 27,865 | 27,865 | 23,902 USD | 24,181 USD | 94.45% | 94.45% |
18/11/2024 | 1.15% | 85.35 % | 86.35 % | 100,000 | 100,000 | 27,307 | 27,307 | 23,437 USD | 23,710 USD | 97.49% | 97.49% |
15/11/2024 | 1.12% | 86.95 % | 87.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 23,652 USD | 23,923 USD | 98.77% | 98.77% |
14/11/2024 | 1.11% | 89.45 % | 90.45 % | 100,000 | 100,000 | 63,936 | 63,936 | 57,134 USD | 57,773 USD | 28.72% | 28.72% |
13/11/2024 | 1.11% | 89.95 % | 90.95 % | 100,000 | 100,000 | 28,425 | 28,425 | 25,530 USD | 25,815 USD | 91.57% | 91.57% |
12/11/2024 | 1.09% | 90.60 % | 91.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,621 USD | 24,893 USD | 98.40% | 98.40% |
11/11/2024 | 1.08% | 91.95 % | 92.95 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,195 USD | 9,295 USD | 88.17% | 88.17% |
08/11/2024 | 1.09% | 91.65 % | 92.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 24,802 USD | 25,073 USD | 98.34% | 98.34% |
07/11/2024 | 1.10% | 90.65 % | 91.65 % | 100,000 | 100,000 | 23,313 | 23,313 | 21,111 USD | 21,344 USD | 92.78% | 92.78% |