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 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,796 USD | 481,398 USD | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,930 USD | 481,465 USD | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,226 USD | 483,113 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,618 USD | 486,309 USD | 99.38% | 99.38% |
14/11/2024 | 0.52% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,221 USD | 486,610 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,429 USD | 487,215 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,418 USD | 488,709 USD | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,874 USD | 488,437 USD | 99.38% | 99.38% |
08/11/2024 | 0.52% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,077 USD | 486,539 USD | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,632 USD | 485,316 USD | 98.78% | 98.78% |