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% | 95.90 % | 96.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,457 USD | 484,229 USD | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,896 USD | 486,448 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,434 USD | 489,217 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,924 USD | 490,962 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,772 USD | 490,886 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,229 USD | 491,114 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,852 USD | 490,926 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,948 USD | 490,974 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,299 USD | 487,649 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,522 USD | 487,261 USD | 98.78% | 98.78% |