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 | 1.07% | 92.40 % | 93.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,270 USD | 25,542 USD | 97.86% | 97.86% |
19/11/2024 | 1.07% | 92.55 % | 93.55 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,812 USD | 26,090 USD | 94.45% | 94.45% |
18/11/2024 | 1.07% | 92.85 % | 93.85 % | 100,000 | 100,000 | 27,304 | 27,304 | 25,338 USD | 25,611 USD | 97.51% | 97.51% |
15/11/2024 | 1.06% | 92.90 % | 93.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,287 USD | 25,558 USD | 98.77% | 98.77% |
14/11/2024 | 1.06% | 94.00 % | 95.00 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,372 USD | 25,642 USD | 99.48% | 99.48% |
13/11/2024 | 1.06% | 93.70 % | 94.70 % | 100,000 | 100,000 | 28,395 | 28,395 | 26,582 USD | 26,866 USD | 91.73% | 91.73% |
12/11/2024 | 1.07% | 93.55 % | 94.55 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,372 USD | 25,643 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 93.80 % | 94.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,380 USD | 9,480 USD | 88.19% | 88.19% |
08/11/2024 | 1.06% | 94.00 % | 95.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,554 USD | 25,825 USD | 98.34% | 98.34% |
07/11/2024 | 1.06% | 94.20 % | 95.20 % | 100,000 | 100,000 | 26,012 | 26,012 | 24,398 USD | 24,658 USD | 77.92% | 77.92% |