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 | 1.05% | 94.65 % | 95.65 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,802 USD | 26,074 USD | 97.86% | 97.86% |
19/11/2024 | 1.06% | 94.65 % | 95.65 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,284 USD | 26,563 USD | 94.45% | 94.45% |
18/11/2024 | 1.07% | 93.30 % | 94.30 % | 100,000 | 100,000 | 27,302 | 27,302 | 25,464 USD | 25,737 USD | 97.52% | 97.52% |
15/11/2024 | 1.08% | 92.25 % | 93.25 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,009 USD | 25,280 USD | 98.77% | 98.77% |
14/11/2024 | 1.07% | 92.85 % | 93.85 % | 100,000 | 100,000 | 63,663 | 63,663 | 59,141 USD | 59,778 USD | 28.52% | 28.52% |
13/11/2024 | 1.07% | 92.60 % | 93.60 % | 100,000 | 100,000 | 28,832 | 28,832 | 26,769 USD | 27,057 USD | 89.59% | 89.59% |
12/11/2024 | 1.06% | 93.50 % | 94.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,414 USD | 25,686 USD | 98.40% | 98.40% |
11/11/2024 | 1.04% | 96.05 % | 97.05 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,605 USD | 9,705 USD | 88.18% | 88.18% |
08/11/2024 | 1.04% | 96.00 % | 97.00 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,062 USD | 26,333 USD | 98.34% | 98.34% |
07/11/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,882 USD | 96,882 USD | 13.87% | 13.87% |