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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.97% | 103.00 % | 104.00 % | 100,000 | 100,000 | 26,902 | 26,902 | 27,624 USD | 27,893 USD | 99.83% | 99.83% |
20/11/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 27,241 | 27,241 | 28,023 USD | 28,295 USD | 97.86% | 97.86% |
19/11/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,711 USD | 28,990 USD | 94.45% | 94.45% |
18/11/2024 | 0.96% | 102.90 % | 103.90 % | 100,000 | 100,000 | 27,304 | 27,304 | 28,224 USD | 28,497 USD | 97.51% | 97.51% |
15/11/2024 | 0.97% | 103.00 % | 104.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 27,893 USD | 28,164 USD | 98.77% | 98.77% |
14/11/2024 | 0.96% | 103.40 % | 104.40 % | 100,000 | 100,000 | 26,961 | 26,961 | 27,929 USD | 28,198 USD | 99.48% | 99.48% |
13/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 28,854 | 28,854 | 30,043 USD | 30,332 USD | 89.49% | 89.49% |
12/11/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 27,148 | 27,148 | 28,224 USD | 28,496 USD | 98.40% | 98.40% |
11/11/2024 | 0.95% | 104.30 % | 105.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,430 USD | 10,530 USD | 88.19% | 88.19% |
08/11/2024 | 0.97% | 103.20 % | 104.20 % | 100,000 | 100,000 | 27,158 | 27,158 | 28,068 USD | 28,340 USD | 98.34% | 98.34% |