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 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 21,987 | 21,987 | 22,253 USD | 22,473 USD | 59.08% | 59.08% |
19/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 36,517 | 36,517 | 36,985 USD | 37,351 USD | 33.84% | 33.84% |
18/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 30,907 | 30,907 | 31,323 USD | 31,632 USD | 36.22% | 36.22% |
15/11/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 24,017 | 24,017 | 24,421 USD | 24,662 USD | 76.11% | 76.11% |
14/11/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 32,784 | 32,784 | 33,536 USD | 33,863 USD | 59.54% | 59.54% |
13/11/2024 | 0.98% | 102.30 % | 103.30 % | 100,000 | 100,000 | 25,407 | 25,407 | 25,950 USD | 26,204 USD | 41.70% | 41.70% |
12/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 39,143 | 39,143 | 39,858 USD | 40,249 USD | 49.66% | 49.66% |
11/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 71,573 | 71,573 | 72,868 USD | 73,584 USD | 0.22% | 0.22% |
08/11/2024 | 0.97% | 102.10 % | 103.10 % | 100,000 | 100,000 | 26,296 | 26,296 | 26,850 USD | 27,113 USD | 52.08% | 52.08% |
07/11/2024 | 0.98% | 102.20 % | 103.20 % | 100,000 | 100,000 | 17,756 | 17,756 | 18,125 USD | 18,303 USD | 94.20% | 94.20% |