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 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,075 USD | 481,037 USD | 95.77% | 95.77% |
19/11/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,229 USD | 480,115 USD | 98.21% | 98.21% |
18/11/2024 | 0.52% | 95.60 % | 96.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,537 USD | 480,768 USD | 98.40% | 98.40% |
15/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,671 USD | 481,336 USD | 98.86% | 98.86% |
14/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,444 USD | 481,722 USD | 98.71% | 98.71% |
13/11/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,766 USD | 478,383 USD | 99.14% | 99.14% |
12/11/2024 | 0.52% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,460 USD | 481,730 USD | 98.55% | 98.55% |
11/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,605 USD | 485,802 USD | 97.88% | 97.88% |
08/11/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,793 USD | 484,897 USD | 98.69% | 98.69% |
07/11/2024 | 0.52% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,884 USD | 485,942 USD | 98.59% | 98.59% |