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 | 0.44% | 23.00 USD | 23.10 USD | 31,000 | 31,000 | 12,336 | 12,336 | 284,416 USD | 285,652 USD | 99.64% | 99.64% |
19/11/2024 | 0.45% | 23.10 USD | 23.20 USD | 31,000 | 31,000 | 12,113 | 12,113 | 282,915 USD | 284,142 USD | 99.86% | 99.86% |
18/11/2024 | 0.49% | 23.20 USD | 23.30 USD | 30,000 | 30,000 | 11,809 | 11,809 | 275,624 USD | 276,844 USD | 99.77% | 99.77% |
15/11/2024 | 0.44% | 23.20 USD | 23.30 USD | 30,000 | 30,000 | 12,124 | 12,124 | 284,314 USD | 285,530 USD | 100.00% | 100.00% |
14/11/2024 | 0.44% | 24.00 USD | 24.10 USD | 29,000 | 29,000 | 11,618 | 11,618 | 277,755 USD | 278,929 USD | 99.72% | 99.72% |
13/11/2024 | 0.45% | 23.25 USD | 23.35 USD | 30,000 | 30,000 | 12,239 | 12,239 | 282,794 USD | 284,028 USD | 100.00% | 100.00% |
12/11/2024 | 0.46% | 22.95 USD | 23.05 USD | 31,000 | 31,000 | 11,988 | 11,988 | 279,899 USD | 281,117 USD | 100.00% | 100.00% |
11/11/2024 | 0.46% | 23.85 USD | 23.95 USD | 29,000 | 29,000 | 11,289 | 11,289 | 275,063 USD | 276,222 USD | 99.90% | 99.90% |
08/11/2024 | 0.45% | 24.75 USD | 24.85 USD | 28,000 | 28,000 | 11,239 | 11,239 | 276,203 USD | 277,357 USD | 100.00% | 100.00% |
07/11/2024 | 0.44% | 24.40 USD | 24.50 USD | 29,000 | 29,000 | 11,617 | 11,617 | 279,815 USD | 280,992 USD | 100.00% | 100.00% |