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 | 0.54% | 92.65 % | 93.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 927,515 USD | 466,257 USD | 97.35% | 97.35% |
19/11/2024 | 0.54% | 91.70 % | 92.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,078 USD | 461,539 USD | 94.70% | 99.38% |
18/11/2024 | 0.55% | 91.35 % | 91.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 913,728 USD | 459,364 USD | 99.37% | 99.37% |
15/11/2024 | 0.54% | 92.50 % | 93.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,766 USD | 465,883 USD | 94.73% | 99.37% |
14/11/2024 | 0.53% | 93.45 % | 93.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 934,148 USD | 469,574 USD | 99.38% | 99.38% |
13/11/2024 | 0.53% | 93.40 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,583 USD | 470,291 USD | 98.24% | 98.24% |
12/11/2024 | 0.53% | 93.90 % | 94.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,009 USD | 472,505 USD | 99.38% | 99.38% |
11/11/2024 | 0.53% | 94.10 % | 94.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 944,138 USD | 474,569 USD | 99.38% | 99.38% |
08/11/2024 | 0.53% | 94.40 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,322 USD | 472,661 USD | 99.38% | 99.38% |
07/11/2024 | 0.53% | 94.05 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,195 USD | 472,097 USD | 98.97% | 98.97% |