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 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,498 USD | 26,770 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 27,884 | 27,884 | 27,184 USD | 27,463 USD | 94.35% | 94.35% |
18/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,368 | 27,368 | 26,688 USD | 26,961 USD | 97.15% | 97.15% |
15/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,455 USD | 26,726 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 26,970 | 26,970 | 26,385 USD | 26,655 USD | 99.43% | 99.43% |
13/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 28,541 | 28,541 | 27,929 USD | 28,214 USD | 91.00% | 91.00% |
12/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 27,202 | 27,202 | 26,628 USD | 26,900 USD | 98.08% | 98.08% |
11/11/2024 | 1.02% | 97.80 % | 98.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,780 USD | 9,880 USD | 88.19% | 88.19% |
08/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,593 USD | 26,865 USD | 98.34% | 98.34% |
07/11/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 23,184 | 23,184 | 22,712 USD | 22,943 USD | 99.72% | 99.72% |