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% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,383 USD | 478,692 USD | 99.38% | 99.38% |
19/11/2024 | 0.53% | 94.05 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,818 USD | 473,409 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 94.30 % | 94.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,360 USD | 478,680 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,507 USD | 490,253 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,265 USD | 495,633 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,411 USD | 498,705 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,282 USD | 497,141 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,386 USD | 497,693 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,576 USD | 496,788 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,381 USD | 493,190 USD | 98.78% | 98.78% |