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 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,500 USD | 500,250 USD | 94.86% | 94.86% |
19/11/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,884 USD | 500,442 USD | 98.26% | 98.26% |
18/11/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,500 USD | 499,750 USD | 99.35% | 99.35% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,855 USD | 499,928 USD | 99.37% | 99.37% |
14/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,000 USD | 500,000 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,013 USD | 499,507 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,048 USD | 499,024 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,978 USD | 498,989 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,676 USD | 499,838 USD | 97.96% | 97.96% |
07/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,286 USD | 499,643 USD | 98.96% | 98.96% |