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 | 1.89% | 52.25 % | 53.25 % | 100,000 | 100,000 | 38,008 | 38,008 | 19,966 USD | 20,346 USD | 40.00% | 40.00% |
19/11/2024 | 1.85% | 53.40 % | 54.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,411 USD | 54,411 USD | 8.10% | 8.10% |
18/11/2024 | 1.87% | 53.45 % | 54.45 % | 100,000 | 100,000 | 27,075 | 27,075 | 14,366 USD | 14,637 USD | 68.52% | 68.52% |
15/11/2024 | 1.84% | 52.05 % | 53.05 % | 100,000 | 100,000 | 27,342 | 27,342 | 14,470 USD | 14,744 USD | 66.01% | 66.01% |
14/11/2024 | 1.74% | 57.10 % | 58.10 % | 100,000 | 100,000 | 72,577 | 72,577 | 40,949 USD | 41,674 USD | 16.11% | 16.11% |
13/11/2024 | 1.67% | 58.55 % | 59.55 % | 100,000 | 100,000 | 28,311 | 28,311 | 16,599 USD | 16,882 USD | 57.73% | 57.73% |
12/11/2024 | 1.68% | 58.75 % | 59.75 % | 100,000 | 100,000 | 41,823 | 41,823 | 24,724 USD | 25,142 USD | 36.42% | 36.42% |
11/11/2024 | 1.54% | 64.50 % | 65.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 6,450 USD | 6,550 USD | 87.10% | 87.10% |
08/11/2024 | 1.46% | 65.20 % | 66.20 % | 100,000 | 100,000 | 30,492 | 30,492 | 20,446 USD | 20,751 USD | 56.18% | 56.18% |
07/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |