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% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,418 USD | 496,209 USD | 99.38% | 99.38% |
19/11/2024 | 0.51% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,946 USD | 494,473 USD | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,415 USD | 490,207 USD | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,079 USD | 492,039 USD | 99.37% | 99.37% |
14/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,223 USD | 500,611 USD | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,946 USD | 498,473 USD | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,745 USD | 498,873 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,059 USD | 499,530 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,819 USD | 501,409 USD | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,400 USD | 496,700 USD | 98.78% | 98.78% |