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 | 1.08% | 91.90 % | 92.90 % | 500,000 | 500,000 | 143,565 | 143,565 | 132,557 USD | 133,993 USD | 97.94% | 97.94% |
19/11/2024 | 1.09% | 92.20 % | 93.20 % | 500,000 | 500,000 | 146,725 | 146,725 | 135,406 USD | 136,879 USD | 100.00% | 100.00% |
18/11/2024 | 0.90% | 93.90 % | 94.70 % | 500,000 | 500,000 | 145,460 | 145,460 | 135,711 USD | 136,887 USD | 100.00% | 100.00% |
15/11/2024 | 0.85% | 92.30 % | 93.10 % | 500,000 | 500,000 | 148,228 | 148,096 | 137,566 USD | 138,627 USD | 100.00% | 100.00% |
14/11/2024 | 1.13% | 93.40 % | 94.40 % | 500,000 | 500,000 | 144,132 | 144,132 | 134,142 USD | 135,602 USD | 100.00% | 100.00% |
13/11/2024 | 1.07% | 94.00 % | 95.00 % | 500,000 | 500,000 | 148,120 | 148,120 | 138,851 USD | 140,333 USD | 100.00% | 100.00% |
12/11/2024 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 148,110 | 148,110 | 138,516 USD | 139,701 USD | 100.00% | 100.00% |
11/11/2024 | 0.86% | 95.70 % | 96.50 % | 500,000 | 500,000 | 147,935 | 147,935 | 140,080 USD | 141,267 USD | 99.58% | 99.58% |
08/11/2024 | 1.08% | 93.20 % | 94.20 % | 500,000 | 500,000 | 146,496 | 146,496 | 137,137 USD | 138,609 USD | 100.00% | 100.00% |
07/11/2024 | 1.05% | 96.20 % | 97.20 % | 500,000 | 500,000 | 148,850 | 148,850 | 141,826 USD | 143,314 USD | 99.23% | 99.23% |