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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 27,551 | 27,551 | 26,186 USD | 26,462 USD | 96.14% | 96.14% |
22/11/2024 | 1.06% | 94.00 % | 95.00 % | 100,000 | 100,000 | 26,902 | 26,902 | 25,226 USD | 25,495 USD | 99.83% | 99.83% |
20/11/2024 | 1.07% | 93.00 % | 94.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,304 USD | 25,576 USD | 97.86% | 97.86% |
19/11/2024 | 1.07% | 92.70 % | 93.70 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,861 USD | 26,140 USD | 94.45% | 94.45% |
18/11/2024 | 1.06% | 93.60 % | 94.60 % | 100,000 | 100,000 | 27,302 | 27,302 | 25,570 USD | 25,843 USD | 97.52% | 97.52% |
15/11/2024 | 1.05% | 93.00 % | 94.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,457 USD | 25,728 USD | 98.77% | 98.77% |
14/11/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,736 USD | 26,006 USD | 99.48% | 99.48% |
13/11/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 28,573 | 28,573 | 27,251 USD | 27,537 USD | 90.84% | 90.84% |
12/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,977 USD | 26,248 USD | 98.40% | 98.40% |
11/11/2024 | 1.04% | 96.00 % | 97.00 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,600 USD | 9,700 USD | 88.20% | 88.20% |