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 | 1.05% | 94.40 % | 95.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,709 USD | 95,709 USD | 98.19% | 98.19% |
19/11/2024 | 1.05% | 94.50 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,431 USD | 95,431 USD | 93.70% | 93.70% |
18/11/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,695 USD | 95,695 USD | 76.45% | 76.45% |
15/11/2024 | 1.05% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,918 USD | 95,918 USD | 39.73% | 39.73% |
14/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,469 USD | 96,469 USD | 40.81% | 40.81% |
13/11/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,234 USD | 96,234 USD | 48.22% | 48.22% |
12/11/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,781 USD | 96,781 USD | 32.11% | 32.11% |
11/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,576 USD | 97,576 USD | 33.56% | 33.56% |
08/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,283 USD | 97,283 USD | 52.35% | 52.35% |
07/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,779 USD | 97,779 USD | 63.51% | 63.51% |