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% | 96.48 % | 96.98 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,666 USD | 485,833 USD | 95.80% | 95.80% |
19/11/2024 | 0.52% | 96.39 % | 96.89 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,316 USD | 484,658 USD | 99.19% | 99.19% |
18/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,731 USD | 485,866 USD | 98.40% | 98.40% |
15/11/2024 | 0.51% | 96.86 % | 97.36 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,600 USD | 486,800 USD | 98.86% | 98.86% |
14/11/2024 | 0.52% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,377 USD | 486,688 USD | 98.71% | 98.71% |
13/11/2024 | 0.52% | 96.08 % | 96.58 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,884 USD | 482,942 USD | 99.15% | 99.15% |
12/11/2024 | 0.52% | 96.13 % | 96.63 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,279 USD | 486,140 USD | 98.61% | 98.61% |
11/11/2024 | 0.51% | 97.46 % | 97.96 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,057 USD | 490,028 USD | 97.90% | 97.90% |
08/11/2024 | 0.51% | 97.04 % | 97.54 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,400 USD | 488,700 USD | 98.69% | 98.69% |
07/11/2024 | 0.51% | 97.61 % | 98.11 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,310 USD | 489,655 USD | 98.57% | 98.57% |