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 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,699 USD | 26,971 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,115 USD | 99,115 USD | 12.55% | 12.55% |
18/11/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,745 USD | 27,018 USD | 97.50% | 97.50% |
15/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,606 USD | 26,877 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,622 USD | 26,891 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 28,401 | 28,401 | 27,993 USD | 28,277 USD | 91.69% | 91.69% |
12/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,705 USD | 26,976 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.45 % | 99.45 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,845 USD | 9,945 USD | 88.18% | 88.18% |
08/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,736 USD | 27,007 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,541 USD | 99,541 USD | 13.83% | 13.83% |