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% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,876 USD | 484,438 USD | 92.93% | 92.93% |
19/11/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,981 USD | 485,990 USD | 96.94% | 96.94% |
18/11/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,517 USD | 485,258 USD | 98.50% | 98.50% |
15/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,599 USD | 491,800 USD | 93.15% | 93.15% |
14/11/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,721 USD | 488,861 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,046 USD | 487,523 USD | 91.43% | 91.43% |
12/11/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,577 USD | 485,288 USD | 81.39% | 81.39% |
11/11/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,395 USD | 486,197 USD | 83.67% | 83.67% |
08/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,573 USD | 494,286 USD | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,247 USD | 495,624 USD | 98.96% | 98.96% |