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 | 0.53% | 93.80 % | 94.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,644 USD | 471,822 USD | 99.36% | 99.36% |
19/11/2024 | 0.54% | 93.55 % | 94.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 928,307 USD | 466,654 USD | 99.38% | 99.38% |
18/11/2024 | 0.54% | 92.70 % | 93.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,733 USD | 462,366 USD | 99.38% | 99.38% |
15/11/2024 | 0.55% | 91.60 % | 92.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 914,544 USD | 459,772 USD | 99.38% | 99.38% |
14/11/2024 | 0.54% | 92.45 % | 92.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,428 USD | 465,714 USD | 99.38% | 99.38% |
13/11/2024 | 0.53% | 93.40 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,815 USD | 471,907 USD | 99.38% | 99.38% |
12/11/2024 | 0.53% | 93.70 % | 94.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 944,653 USD | 474,826 USD | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,814 USD | 479,407 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,788 USD | 477,894 USD | 99.38% | 99.38% |
07/11/2024 | 0.53% | 95.05 % | 95.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,682 USD | 475,341 USD | 98.78% | 98.78% |