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 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 32,161 | 32,161 | 32,646 USD | 32,968 USD | 40.24% | 40.24% |
19/11/2024 | 0.99% | 101.20 % | 102.20 % | 100,000 | 100,000 | 25,495 | 25,495 | 25,759 USD | 26,014 USD | 55.57% | 55.57% |
18/11/2024 | 1.01% | 100.30 % | 101.30 % | 100,000 | 100,000 | 30,955 | 30,955 | 30,935 USD | 31,249 USD | 48.65% | 48.65% |
15/11/2024 | 0.98% | 100.60 % | 101.60 % | 100,000 | 100,000 | 27,510 | 27,510 | 27,763 USD | 28,038 USD | 47.05% | 47.05% |
14/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 33,049 | 33,049 | 33,592 USD | 33,922 USD | 37.84% | 37.84% |
13/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 30,024 | 30,024 | 30,552 USD | 30,852 USD | 54.57% | 54.57% |
12/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 29,506 | 29,506 | 29,990 USD | 30,285 USD | 53.09% | 53.09% |
11/11/2024 | 0.98% | 101.60 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,169 USD | 10,269 USD | 0.67% | 0.67% |
08/11/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 27,411 | 27,411 | 27,869 USD | 28,143 USD | 45.84% | 45.84% |
07/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 18,646 | 18,646 | 18,921 USD | 19,108 USD | 87.36% | 87.36% |