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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,225 USD | 478,113 USD | 99.38% | 99.38% |
22/11/2024 | 0.53% | 94.30 % | 94.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,164 USD | 472,582 USD | 99.38% | 99.38% |
20/11/2024 | 0.53% | 93.00 % | 93.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 934,916 USD | 469,958 USD | 99.38% | 99.38% |
19/11/2024 | 0.53% | 93.35 % | 93.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 936,836 USD | 470,918 USD | 99.38% | 99.38% |
18/11/2024 | 0.53% | 94.25 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 943,905 USD | 474,453 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 93.40 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,243 USD | 479,121 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 95.90 % | 96.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,730 USD | 482,865 USD | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,383 USD | 482,691 USD | 99.38% | 99.38% |
12/11/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,971 USD | 485,986 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,525 USD | 488,262 USD | 99.38% | 99.38% |