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 | 22,828 | 22,828 | 23,008 USD | 23,236 USD | 91.38% | 91.38% |
19/11/2024 | 0.98% | 100.50 % | 101.50 % | 100,000 | 100,000 | 22,772 | 22,772 | 23,016 USD | 23,243 USD | 86.78% | 86.78% |
18/11/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 20,644 | 20,644 | 20,910 USD | 21,116 USD | 88.89% | 88.89% |
15/11/2024 | 0.98% | 100.70 % | 101.70 % | 100,000 | 100,000 | 25,004 | 25,004 | 25,264 USD | 25,514 USD | 55.43% | 55.43% |
14/11/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 84,623 | 84,623 | 85,931 USD | 86,777 USD | 15.56% | 15.56% |
13/11/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 89,793 | 89,793 | 90,821 USD | 91,719 USD | 12.48% | 12.48% |
12/11/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 88,341 | 88,341 | 89,190 USD | 90,074 USD | 15.30% | 15.30% |
11/11/2024 | 1.05% | 99.85 % | 100.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,985 USD | 10,090 USD | 88.18% | 88.18% |
08/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 87,285 | 87,285 | 86,950 USD | 87,835 USD | 14.80% | 14.80% |
07/11/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 27,166 | 27,166 | 27,473 USD | 27,745 USD | 46.11% | 46.11% |