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 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,815 USD | 27,088 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,367 USD | 27,645 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 27,302 | 27,302 | 26,642 USD | 26,915 USD | 97.52% | 97.52% |
15/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,579 USD | 26,850 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,595 USD | 26,865 USD | 99.48% | 99.48% |
13/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 28,362 | 28,362 | 28,026 USD | 28,310 USD | 91.89% | 91.89% |
12/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,786 USD | 27,057 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.60 % | 99.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,860 USD | 9,960 USD | 88.20% | 88.20% |
08/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,755 USD | 27,026 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 23,444 | 23,444 | 23,023 USD | 23,257 USD | 92.89% | 92.89% |