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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 24,882 | 24,882 | 24,157 USD | 24,406 USD | 53.24% | 53.24% |
20/11/2024 | 1.02% | 96.90 % | 97.90 % | 100,000 | 100,000 | 21,772 | 21,772 | 21,133 USD | 21,351 USD | 66.92% | 66.92% |
19/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 27,905 | 27,905 | 27,142 USD | 27,421 USD | 56.59% | 56.59% |
18/11/2024 | 1.03% | 97.25 % | 98.25 % | 100,000 | 100,000 | 33,851 | 33,851 | 32,875 USD | 33,214 USD | 45.72% | 45.72% |
15/11/2024 | 1.02% | 96.85 % | 97.85 % | 100,000 | 100,000 | 24,925 | 24,925 | 24,175 USD | 24,424 USD | 69.61% | 69.61% |
14/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 26,954 | 26,954 | 26,209 USD | 26,479 USD | 53.47% | 53.47% |
13/11/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 33,199 | 33,199 | 32,222 USD | 32,554 USD | 54.03% | 54.03% |
12/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 25,762 | 25,762 | 24,987 USD | 25,244 USD | 54.75% | 54.75% |
11/11/2024 | 1.02% | 97.25 % | 98.25 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,725 USD | 9,825 USD | 86.44% | 86.44% |
08/11/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 41,463 | 41,463 | 40,408 USD | 40,823 USD | 35.47% | 35.47% |