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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 2.42% | 107.37 % | 110.66 % | 5,000 | 5,000 | 49,722 | 49,722 | 53,664 USD | 54,976 USD | 100.00% | 100.00% |
27/11/2024 | 1.68% | 108.00 % | 108.80 % | 500,000 | 500,000 | 139,895 | 139,895 | 151,052 USD | 152,546 USD | 99.66% | 99.66% |
26/11/2024 | 1.58% | 107.90 % | 108.70 % | 500,000 | 500,000 | 142,311 | 142,311 | 153,076 USD | 154,643 USD | 99.36% | 99.36% |
25/11/2024 | 1.79% | 106.90 % | 107.90 % | 500,000 | 500,000 | 143,911 | 143,911 | 153,341 USD | 155,199 USD | 100.00% | 100.00% |
22/11/2024 | 1.87% | 105.80 % | 106.80 % | 500,000 | 500,000 | 140,720 | 140,720 | 148,834 USD | 150,628 USD | 99.90% | 99.90% |
20/11/2024 | 1.64% | 105.90 % | 106.70 % | 500,000 | 500,000 | 144,447 | 144,447 | 151,588 USD | 153,156 USD | 99.01% | 99.01% |
19/11/2024 | 1.85% | 102.70 % | 103.70 % | 500,000 | 500,000 | 141,982 | 141,982 | 147,507 USD | 149,336 USD | 100.00% | 100.00% |
18/11/2024 | 1.84% | 104.60 % | 105.60 % | 500,000 | 500,000 | 141,760 | 141,760 | 148,247 USD | 150,069 USD | 99.78% | 99.78% |
15/11/2024 | 1.65% | 103.70 % | 104.50 % | 500,000 | 500,000 | 140,973 | 140,973 | 147,010 USD | 148,542 USD | 99.04% | 99.04% |
14/11/2024 | 1.61% | 104.50 % | 105.30 % | 500,000 | 500,000 | 144,680 | 144,680 | 150,838 USD | 152,416 USD | 99.10% | 99.10% |