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% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,733 USD | 27,006 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,203 USD | 27,482 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 27,302 | 27,302 | 26,312 USD | 26,585 USD | 97.52% | 97.52% |
15/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,445 USD | 26,716 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,552 USD | 26,822 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,389 | 27,389 | 27,000 USD | 27,274 USD | 97.03% | 97.03% |
12/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,694 USD | 26,965 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.50 % | 99.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,850 USD | 9,950 USD | 88.18% | 88.18% |
08/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,732 USD | 27,003 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 23,427 | 23,427 | 23,024 USD | 23,258 USD | 91.69% | 91.69% |