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 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,473 USD | 495,473 USD | 97.95% | 97.95% |
19/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,760 USD | 497,760 USD | 100.00% | 100.00% |
18/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,234 USD | 498,234 USD | 99.93% | 99.93% |
15/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,565 USD | 501,565 USD | 99.23% | 99.23% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,767 USD | 500,767 USD | 100.00% | 100.00% |
13/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,741 USD | 498,741 USD | 99.89% | 99.89% |
12/11/2024 | 1.00% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,933 USD | 500,933 USD | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,005 USD | 501,005 USD | 99.22% | 99.22% |
08/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,592 USD | 497,592 USD | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,702 USD | 500,702 USD | 99.23% | 99.23% |