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 | 0.84% | 95.60 % | 96.40 % | 500,000 | 500,000 | 143,602 | 143,602 | 137,391 USD | 138,540 USD | 97.95% | 97.95% |
19/11/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 147,869 | 147,869 | 141,802 USD | 143,281 USD | 100.00% | 100.00% |
18/11/2024 | 1.04% | 95.30 % | 96.30 % | 500,000 | 500,000 | 148,317 | 148,317 | 141,457 USD | 142,941 USD | 100.00% | 100.00% |
15/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 147,910 | 147,910 | 141,017 USD | 142,202 USD | 100.00% | 100.00% |
14/11/2024 | 0.85% | 95.10 % | 95.90 % | 500,000 | 500,000 | 147,692 | 147,692 | 140,779 USD | 141,963 USD | 100.00% | 100.00% |
13/11/2024 | 3.14% | 95.00 % | 96.00 % | 500,000 | 500,000 | 148,120 | 148,120 | 140,593 USD | 143,097 USD | 100.00% | 100.00% |
12/11/2024 | 2.03% | 95.60 % | 96.60 % | 500,000 | 500,000 | 145,758 | 145,758 | 139,360 USD | 141,275 USD | 100.00% | 100.00% |
11/11/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 148,154 | 148,154 | 141,191 USD | 142,377 USD | 100.00% | 100.00% |
08/11/2024 | 0.89% | 94.00 % | 94.80 % | 500,000 | 500,000 | 145,340 | 145,340 | 136,784 USD | 137,957 USD | 100.00% | 100.00% |
07/11/2024 | 1.08% | 93.20 % | 94.20 % | 500,000 | 500,000 | 147,323 | 147,323 | 137,824 USD | 139,303 USD | 99.33% | 99.33% |