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 | 1.13% | 88.70 % | 89.70 % | 100,000 | 100,000 | 28,722 | 28,722 | 25,468 USD | 25,755 USD | 97.95% | 97.95% |
19/11/2024 | 0.94% | 89.09 % | 89.92 % | 100,000 | 100,000 | 29,512 | 29,512 | 26,283 USD | 26,529 USD | 100.00% | 100.00% |
18/11/2024 | 0.94% | 88.89 % | 89.72 % | 100,000 | 100,000 | 29,491 | 29,491 | 26,280 USD | 26,525 USD | 100.00% | 100.00% |
15/11/2024 | 1.16% | 89.50 % | 90.50 % | 100,000 | 100,000 | 28,943 | 28,943 | 25,906 USD | 26,198 USD | 100.00% | 100.00% |
14/11/2024 | 1.14% | 89.70 % | 90.70 % | 100,000 | 100,000 | 29,268 | 29,268 | 26,207 USD | 26,501 USD | 100.00% | 100.00% |
13/11/2024 | 2.16% | 89.69 % | 90.52 % | 100,000 | 100,000 | 29,623 | 29,623 | 26,561 USD | 26,920 USD | 100.00% | 100.00% |
12/11/2024 | 1.52% | 89.49 % | 90.32 % | 100,000 | 100,000 | 29,618 | 29,618 | 26,546 USD | 26,846 USD | 100.00% | 100.00% |
11/11/2024 | 1.13% | 90.20 % | 91.20 % | 100,000 | 100,000 | 29,457 | 29,457 | 26,464 USD | 26,759 USD | 100.00% | 100.00% |
08/11/2024 | 1.17% | 88.50 % | 89.50 % | 100,000 | 100,000 | 29,035 | 29,035 | 25,749 USD | 26,041 USD | 100.00% | 100.00% |
07/11/2024 | 0.94% | 89.09 % | 89.92 % | 100,000 | 100,000 | 29,540 | 29,540 | 26,273 USD | 26,519 USD | 99.76% | 99.76% |