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 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,269 USD | 485,634 USD | 97.23% | 97.23% |
19/11/2024 | 0.52% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,386 USD | 486,193 USD | 95.23% | 95.23% |
18/11/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,069 USD | 481,034 USD | 99.38% | 99.38% |
15/11/2024 | 0.53% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,701 USD | 476,350 USD | 97.39% | 97.39% |
14/11/2024 | 0.53% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,572 USD | 475,286 USD | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,876 USD | 481,438 USD | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.60 % | 96.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,099 USD | 482,550 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,598 USD | 493,799 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,171 USD | 495,085 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,908 USD | 494,454 USD | 98.97% | 98.97% |