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 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,548 USD | 482,774 USD | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,098 USD | 480,549 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,808 USD | 478,404 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,243 USD | 482,622 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,290 USD | 485,645 USD | 99.38% | 99.38% |
13/11/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,799 USD | 486,400 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,362 USD | 487,681 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,163 USD | 488,582 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,207 USD | 487,103 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,642 USD | 486,321 USD | 98.78% | 98.78% |