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 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 28,878 | 28,878 | 29,121 USD | 29,410 USD | 51.36% | 51.36% |
19/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 21,062 | 21,062 | 21,238 USD | 21,449 USD | 55.59% | 55.59% |
18/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 27,906 | 27,906 | 28,066 USD | 28,345 USD | 60.02% | 60.02% |
15/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 30,130 | 30,130 | 30,268 USD | 30,569 USD | 44.17% | 44.17% |
14/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 35,477 | 35,477 | 35,765 USD | 36,120 USD | 42.56% | 42.56% |
13/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 45,083 | 45,083 | 45,473 USD | 45,924 USD | 23.51% | 23.51% |
12/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 32,265 | 32,265 | 32,381 USD | 32,704 USD | 36.42% | 36.42% |
11/11/2024 | 0.99% | 100.10 % | 101.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,010 USD | 10,110 USD | 86.97% | 86.97% |
08/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 26,436 | 26,436 | 26,462 USD | 26,727 USD | 63.20% | 63.20% |
07/11/2024 | 1.04% | 100.00 % | 101.00 % | 100,000 | 100,000 | 20,760 | 20,760 | 20,724 USD | 20,938 USD | 43.52% | 43.52% |