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 | 0.77% | 90.05 % | 90.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,290 USD | 227,040 USD | 100.00% | 100.00% |
19/11/2024 | 0.77% | 89.88 % | 90.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,105 USD | 226,855 USD | 89.40% | 89.40% |
18/11/2024 | 0.77% | 90.89 % | 91.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,973 USD | 228,723 USD | 99.66% | 99.66% |
15/11/2024 | 0.76% | 90.92 % | 91.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,648 USD | 231,398 USD | 100.00% | 100.00% |
14/11/2024 | 0.76% | 92.33 % | 93.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,445 USD | 232,195 USD | 100.00% | 100.00% |
13/11/2024 | 0.75% | 92.27 % | 92.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,945 USD | 232,695 USD | 100.00% | 100.00% |
12/11/2024 | 0.75% | 92.88 % | 93.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,688 USD | 234,438 USD | 98.72% | 98.72% |
11/11/2024 | 0.74% | 93.72 % | 94.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,111 USD | 236,861 USD | 100.00% | 100.00% |
08/11/2024 | 0.74% | 94.04 % | 94.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,822 USD | 237,572 USD | 99.84% | 99.84% |
07/11/2024 | 0.73% | 94.69 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,837 USD | 239,587 USD | 100.00% | 100.00% |