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 | 3.00% | 95.77 % | 98.69 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,101 USD | 99,029 USD | 99.96% | 99.96% |
19/11/2024 | 3.00% | 95.46 % | 98.37 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,473 USD | 99,411 USD | 99.89% | 99.89% |
18/11/2024 | 1.38% | 95.43 % | 98.34 % | 100,000 | 100,000 | 211,635 | 211,327 | 202,646 USD | 204,573 USD | 78.81% | 78.81% |
15/11/2024 | 0.83% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,804 USD | 240,804 USD | 100.00% | 100.00% |
14/11/2024 | 0.85% | 95.41 % | 96.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,201 USD | 237,201 USD | 55.56% | 55.56% |
13/11/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,548 USD | 239,548 USD | 99.95% | 99.95% |
12/11/2024 | 0.85% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,789 USD | 236,789 USD | 99.95% | 99.95% |
11/11/2024 | 0.81% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,695 USD | 247,695 USD | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,167 USD | 250,169 USD | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,900 USD | 252,919 USD | 99.70% | 99.70% |