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 | 0.51% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,324 USD | 490,662 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,260 USD | 492,130 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,462 USD | 490,731 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,776 USD | 490,888 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,172 USD | 490,586 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,964 USD | 490,482 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,119 USD | 493,560 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,764 USD | 495,382 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,812 USD | 495,906 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,860 USD | 500,430 USD | 98.78% | 98.78% |