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% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,141 USD | 479,570 USD | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,841 USD | 481,421 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,612 USD | 480,806 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,114 USD | 478,057 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 95.30 % | 95.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,201 USD | 480,601 USD | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,500 USD | 479,750 USD | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.60 % | 96.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,115 USD | 483,558 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,416 USD | 485,208 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,550 USD | 486,275 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,400 USD | 487,700 USD | 98.78% | 98.78% |