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 | 0.99% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,114 USD | 27,386 USD | 97.86% | 97.86% |
19/11/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,772 USD | 28,052 USD | 94.45% | 94.45% |
18/11/2024 | 1.00% | 99.65 % | 100.60 % | 100,000 | 100,000 | 27,302 | 27,302 | 27,208 USD | 27,480 USD | 97.52% | 97.52% |
15/11/2024 | 1.02% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,884 USD | 27,155 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,826 USD | 27,096 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 28,583 | 28,583 | 28,446 USD | 28,737 USD | 90.79% | 90.79% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,986 USD | 27,258 USD | 98.40% | 98.40% |
11/11/2024 | 1.00% | 99.50 % | 100.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,950 USD | 10,050 USD | 88.20% | 88.20% |
08/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,001 USD | 27,275 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 99.35 % | 100.30 % | 100,000 | 100,000 | 27,613 | 27,613 | 27,418 USD | 27,691 USD | 70.74% | 70.74% |