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 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 142,820 | 142,820 | 134,453 USD | 135,881 USD | 98.58% | 98.58% |
19/11/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 147,764 | 147,764 | 139,187 USD | 140,666 USD | 100.00% | 100.00% |
18/11/2024 | 0.85% | 94.80 % | 95.60 % | 500,000 | 500,000 | 148,054 | 148,007 | 139,907 USD | 141,048 USD | 100.00% | 100.00% |
15/11/2024 | 0.87% | 92.50 % | 93.30 % | 500,000 | 500,000 | 147,781 | 147,781 | 136,845 USD | 138,029 USD | 100.00% | 100.00% |
14/11/2024 | 1.13% | 91.20 % | 92.20 % | 500,000 | 500,000 | 146,681 | 146,681 | 132,826 USD | 134,299 USD | 100.00% | 100.00% |
13/11/2024 | 1.39% | 94.80 % | 95.80 % | 500,000 | 500,000 | 148,697 | 148,697 | 141,643 USD | 143,301 USD | 99.47% | 99.47% |
12/11/2024 | 1.02% | 94.90 % | 95.70 % | 500,000 | 500,000 | 145,240 | 145,240 | 138,238 USD | 139,470 USD | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 147,492 | 147,492 | 144,279 USD | 145,462 USD | 100.00% | 100.00% |
08/11/2024 | 1.02% | 100.20 % | 101.20 % | 500,000 | 500,000 | 146,627 | 146,627 | 147,177 USD | 148,650 USD | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 148,534 | 148,534 | 149,688 USD | 151,174 USD | 97.89% | 97.89% |