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 | 0.55% | 91.20 % | 91.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 911,824 USD | 458,412 USD | 99.38% | 99.38% |
19/11/2024 | 0.55% | 90.80 % | 91.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 912,694 USD | 458,847 USD | 98.20% | 98.20% |
18/11/2024 | 0.55% | 90.40 % | 90.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,736 USD | 455,368 USD | 99.38% | 99.38% |
15/11/2024 | 0.54% | 90.95 % | 91.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 916,750 USD | 460,875 USD | 99.38% | 99.38% |
14/11/2024 | 0.54% | 92.40 % | 92.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,113 USD | 464,556 USD | 99.38% | 99.38% |
13/11/2024 | 0.54% | 92.45 % | 92.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 922,897 USD | 463,948 USD | 99.38% | 99.38% |
12/11/2024 | 0.53% | 93.35 % | 93.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 937,148 USD | 471,074 USD | 99.38% | 99.38% |
11/11/2024 | 0.53% | 93.75 % | 94.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,412 USD | 475,206 USD | 99.38% | 99.38% |
08/11/2024 | 0.53% | 94.40 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,415 USD | 472,707 USD | 99.38% | 99.38% |
07/11/2024 | 0.53% | 94.05 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,204 USD | 473,102 USD | 98.78% | 98.78% |