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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,270 USD | 497,635 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,357 USD | 497,679 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,295 USD | 498,647 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,380 USD | 497,190 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,742 USD | 496,371 USD | 98.78% | 98.78% |
06/11/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,670 USD | 495,335 USD | 99.38% | 99.38% |
05/11/2024 | 0.51% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,340 USD | 487,170 USD | 99.38% | 99.38% |
04/11/2024 | 0.51% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,556 USD | 488,778 USD | 99.38% | 99.38% |
01/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,924 USD | 488,962 USD | 99.38% | 99.38% |
31/10/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,617 USD | 489,808 USD | 99.38% | 99.38% |