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% | 93.70 % | 94.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,208 USD | 470,104 USD | 99.38% | 99.38% |
19/11/2024 | 0.54% | 92.70 % | 93.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 929,905 USD | 467,452 USD | 99.38% | 99.38% |
18/11/2024 | 0.53% | 92.85 % | 93.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,246 USD | 472,123 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,620 USD | 483,310 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,889 USD | 489,945 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,879 USD | 491,439 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,663 USD | 492,331 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,309 USD | 492,654 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,015 USD | 490,507 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,030 USD | 486,515 USD | 98.78% | 98.78% |