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 | 1.08% | 91.70 % | 92.70 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,077 USD | 25,350 USD | 97.86% | 97.86% |
19/11/2024 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,573 USD | 25,852 USD | 94.45% | 94.45% |
18/11/2024 | 1.09% | 91.35 % | 92.35 % | 100,000 | 100,000 | 27,308 | 27,308 | 24,875 USD | 25,148 USD | 97.49% | 97.49% |
15/11/2024 | 1.09% | 91.10 % | 92.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 24,746 USD | 25,017 USD | 98.77% | 98.77% |
14/11/2024 | 1.09% | 90.85 % | 91.85 % | 100,000 | 100,000 | 63,733 | 63,733 | 58,077 USD | 58,714 USD | 28.57% | 28.57% |
13/11/2024 | 1.09% | 91.15 % | 92.15 % | 100,000 | 100,000 | 28,867 | 28,867 | 26,340 USD | 26,628 USD | 89.43% | 89.43% |
12/11/2024 | 1.08% | 91.35 % | 92.35 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,844 USD | 25,115 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 93.95 % | 94.95 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,395 USD | 9,495 USD | 88.18% | 88.18% |
08/11/2024 | 1.06% | 93.75 % | 94.75 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,518 USD | 25,789 USD | 98.34% | 98.34% |
07/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,106 USD | 96,106 USD | 13.68% | 13.68% |