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 | 0.50% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,711 USD | 496,356 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,110 USD | 495,555 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,218 USD | 494,609 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,381 USD | 495,190 USD | 99.38% | 99.38% |
14/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,213 USD | 497,606 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,602 USD | 498,301 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,023 USD | 498,012 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,493 USD | 497,747 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,532 USD | 497,766 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,671 USD | 495,836 USD | 98.78% | 98.78% |