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 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,719 USD | 26,991 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,300 USD | 27,579 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,684 USD | 26,957 USD | 97.50% | 97.50% |
15/11/2024 | 1.03% | 97.35 % | 98.35 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,273 USD | 26,544 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 63,934 | 63,934 | 62,175 USD | 62,815 USD | 28.73% | 28.73% |
13/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 28,215 | 28,215 | 27,421 USD | 27,703 USD | 92.63% | 92.63% |
12/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,464 USD | 26,735 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.30 % | 100.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,930 USD | 10,030 USD | 88.18% | 88.18% |
08/11/2024 | 0.99% | 99.25 % | 100.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,880 USD | 27,149 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 99.15 % | 100.10 % | 100,000 | 100,000 | 23,374 | 23,374 | 23,149 USD | 23,384 USD | 92.88% | 92.88% |