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 | 1.21% | 95.30 % | 96.30 % | 250,000 | 250,000 | 69,418 | 69,418 | 66,243 USD | 66,945 USD | 97.95% | 97.95% |
19/11/2024 | 1.06% | 95.40 % | 96.40 % | 250,000 | 250,000 | 73,358 | 73,358 | 69,989 USD | 70,724 USD | 100.00% | 100.00% |
18/11/2024 | 0.88% | 95.50 % | 96.30 % | 250,000 | 250,000 | 72,437 | 72,437 | 69,044 USD | 69,628 USD | 100.00% | 100.00% |
15/11/2024 | 0.87% | 95.20 % | 96.00 % | 250,000 | 250,000 | 72,906 | 72,906 | 69,512 USD | 70,099 USD | 100.00% | 100.00% |
14/11/2024 | 1.11% | 95.70 % | 96.70 % | 250,000 | 250,000 | 71,595 | 71,595 | 68,507 USD | 69,230 USD | 100.00% | 100.00% |
13/11/2024 | 1.08% | 95.70 % | 96.70 % | 250,000 | 250,000 | 72,658 | 72,658 | 69,634 USD | 70,365 USD | 100.00% | 100.00% |
12/11/2024 | 0.91% | 96.00 % | 96.80 % | 250,000 | 250,000 | 71,152 | 71,152 | 68,469 USD | 69,047 USD | 100.00% | 100.00% |
11/11/2024 | 0.86% | 96.20 % | 97.00 % | 250,000 | 250,000 | 73,071 | 73,071 | 70,429 USD | 71,016 USD | 100.00% | 100.00% |
08/11/2024 | 1.07% | 96.40 % | 97.40 % | 250,000 | 250,000 | 72,633 | 72,633 | 69,968 USD | 70,698 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 97.30 % | 98.30 % | 250,000 | 250,000 | 73,640 | 73,640 | 71,687 USD | 72,425 USD | 99.76% | 99.76% |