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% | 96.65 % | 97.65 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,465 USD | 26,738 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,225 USD | 27,503 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 27,302 | 27,302 | 26,572 USD | 26,845 USD | 97.52% | 97.52% |
15/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,145 USD | 26,416 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 63,934 | 63,934 | 61,337 USD | 61,976 USD | 28.73% | 28.73% |
13/11/2024 | 1.02% | 96.70 % | 97.70 % | 100,000 | 100,000 | 28,942 | 28,942 | 28,050 USD | 28,339 USD | 89.07% | 89.07% |
12/11/2024 | 1.02% | 96.90 % | 97.90 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,353 USD | 26,624 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 99.45 % | 100.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,945 USD | 10,040 USD | 88.18% | 88.18% |
08/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,994 USD | 27,266 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,848 USD | 100,851 USD | 14.11% | 14.11% |