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 | 0.53% | 93.20 % | 93.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 932,724 USD | 468,862 USD | 97.24% | 97.24% |
19/11/2024 | 0.54% | 92.55 % | 93.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 927,346 USD | 466,173 USD | 95.87% | 95.87% |
18/11/2024 | 0.54% | 92.80 % | 93.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,696 USD | 465,848 USD | 99.37% | 99.37% |
15/11/2024 | 0.52% | 95.05 % | 95.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,448 USD | 479,224 USD | 99.37% | 99.37% |
14/11/2024 | 0.51% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,615 USD | 487,307 USD | 99.37% | 99.37% |
13/11/2024 | 0.52% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,131 USD | 483,566 USD | 99.37% | 99.37% |
12/11/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,754 USD | 483,377 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,917 USD | 486,958 USD | 99.38% | 99.38% |
08/11/2024 | 0.51% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,976 USD | 487,488 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,323 USD | 487,661 USD | 98.97% | 98.97% |