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 | 1.03% | 99.05 % | 100.00 % | 100,000 | 100,000 | 25,325 | 25,325 | 25,123 USD | 25,382 USD | 54.82% | 54.82% |
19/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 25,652 | 25,652 | 25,370 USD | 25,627 USD | 64.86% | 64.86% |
18/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 31,665 | 31,665 | 31,051 USD | 31,367 USD | 51.65% | 51.65% |
15/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 34,613 | 34,613 | 34,178 USD | 34,525 USD | 36.86% | 36.86% |
14/11/2024 | 1.03% | 99.20 % | 100.20 % | 100,000 | 100,000 | 26,688 | 26,688 | 26,487 USD | 26,759 USD | 47.39% | 47.39% |
13/11/2024 | 1.02% | 99.25 % | 100.30 % | 100,000 | 100,000 | 34,851 | 34,851 | 34,611 USD | 34,968 USD | 47.64% | 47.64% |
12/11/2024 | 1.03% | 99.20 % | 100.20 % | 100,000 | 100,000 | 23,341 | 23,341 | 23,148 USD | 23,387 USD | 59.37% | 59.37% |
11/11/2024 | 1.00% | 99.20 % | 100.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,920 USD | 10,020 USD | 88.03% | 88.03% |
08/11/2024 | 1.04% | 99.20 % | 100.20 % | 100,000 | 100,000 | 27,286 | 27,286 | 27,059 USD | 27,339 USD | 49.48% | 49.48% |
07/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 21,119 | 21,119 | 20,922 USD | 21,136 USD | 90.14% | 90.14% |