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 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,094 USD | 25,366 USD | 97.86% | 97.86% |
19/11/2024 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,584 USD | 25,863 USD | 94.45% | 94.45% |
18/11/2024 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 27,309 | 27,309 | 24,880 USD | 25,154 USD | 97.48% | 97.48% |
15/11/2024 | 1.09% | 91.05 % | 92.05 % | 100,000 | 100,000 | 27,083 | 27,083 | 24,741 USD | 25,011 USD | 98.77% | 98.77% |
14/11/2024 | 1.09% | 90.90 % | 91.90 % | 100,000 | 100,000 | 63,935 | 63,935 | 58,281 USD | 58,921 USD | 28.73% | 28.73% |
13/11/2024 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 28,843 | 28,843 | 26,341 USD | 26,629 USD | 89.54% | 89.54% |
12/11/2024 | 1.08% | 91.50 % | 92.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,874 USD | 25,146 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 94.20 % | 95.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,420 USD | 9,520 USD | 88.18% | 88.18% |
08/11/2024 | 1.05% | 94.00 % | 95.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,590 USD | 25,861 USD | 98.34% | 98.34% |
07/11/2024 | 1.04% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,461 USD | 96,461 USD | 13.69% | 13.69% |