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% | 94.05 % | 94.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,045 USD | 471,523 USD | 97.28% | 97.28% |
19/11/2024 | 0.53% | 93.75 % | 94.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,880 USD | 470,440 USD | 99.37% | 99.37% |
18/11/2024 | 0.54% | 92.65 % | 93.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,056 USD | 464,528 USD | 99.37% | 99.37% |
15/11/2024 | 0.54% | 92.10 % | 92.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,745 USD | 462,373 USD | 99.37% | 99.37% |
14/11/2024 | 0.55% | 91.05 % | 91.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 906,840 USD | 455,920 USD | 99.38% | 99.38% |
13/11/2024 | 0.54% | 91.55 % | 92.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 922,980 USD | 463,990 USD | 99.38% | 99.38% |
12/11/2024 | 0.54% | 92.60 % | 93.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,543 USD | 464,772 USD | 99.38% | 99.38% |
11/11/2024 | 0.53% | 93.40 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,293 USD | 476,146 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,257 USD | 479,128 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,262 USD | 480,131 USD | 98.97% | 98.97% |