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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,500 USD | 485,750 USD | 99.37% | 99.37% |
20/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,000 USD | 485,500 USD | 97.41% | 97.41% |
19/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,250 USD | 485,625 USD | 99.36% | 99.36% |
18/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,000 USD | 485,500 USD | 94.86% | 94.86% |
15/11/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,567 USD | 485,284 USD | 93.16% | 93.16% |
14/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,000 USD | 485,500 USD | 99.37% | 99.37% |
13/11/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,145 USD | 485,072 USD | 91.43% | 91.43% |
12/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,000 USD | 485,000 USD | 78.65% | 78.65% |
11/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,000 USD | 487,500 USD | 10.03% | 10.03% |
08/11/2024 | 0.50% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,442 USD | 497,221 USD | 99.37% | 99.37% |