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 | 1.80% | 77.90 % | 78.40 % | 500,000 | 500,000 | 145,556 | 145,556 | 113,674 USD | 114,851 USD | 99.01% | 99.01% |
19/11/2024 | 1.79% | 77.80 % | 78.30 % | 500,000 | 500,000 | 144,036 | 144,036 | 112,242 USD | 113,415 USD | 100.00% | 100.00% |
18/11/2024 | 1.78% | 79.20 % | 79.70 % | 500,000 | 500,000 | 145,080 | 145,080 | 114,549 USD | 115,717 USD | 99.77% | 99.77% |
15/11/2024 | 1.56% | 77.80 % | 78.11 % | 500,000 | 500,000 | 144,190 | 144,190 | 112,882 USD | 113,780 USD | 99.04% | 99.04% |
14/11/2024 | 1.62% | 78.30 % | 78.61 % | 500,000 | 500,000 | 143,691 | 143,691 | 111,899 USD | 112,773 USD | 99.10% | 99.10% |
13/11/2024 | 2.07% | 77.80 % | 78.30 % | 500,000 | 500,000 | 129,454 | 129,454 | 100,678 USD | 101,770 USD | 100.00% | 100.00% |
12/11/2024 | 1.91% | 77.25 % | 78.25 % | 250,000 | 250,000 | 95,626 | 95,626 | 74,492 USD | 75,661 USD | 100.00% | 100.00% |
11/11/2024 | 2.16% | 80.80 % | 81.30 % | 500,000 | 500,000 | 130,606 | 130,606 | 104,310 USD | 105,328 USD | 99.45% | 99.45% |
08/11/2024 | 1.76% | 79.00 % | 79.50 % | 500,000 | 500,000 | 143,202 | 143,202 | 113,760 USD | 114,905 USD | 100.00% | 100.00% |
07/11/2024 | 1.78% | 82.00 % | 82.50 % | 500,000 | 500,000 | 145,670 | 145,670 | 117,413 USD | 118,590 USD | 99.10% | 99.10% |