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 | 1.21% | 94.40 % | 95.40 % | 500,000 | 500,000 | 143,824 | 143,824 | 136,695 USD | 138,214 USD | 97.86% | 97.86% |
19/11/2024 | 1.23% | 95.80 % | 96.80 % | 500,000 | 500,000 | 146,983 | 146,983 | 139,779 USD | 141,330 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 94.00 % | 94.80 % | 500,000 | 500,000 | 148,263 | 148,263 | 139,128 USD | 140,394 USD | 100.00% | 100.00% |
15/11/2024 | 1.08% | 92.50 % | 93.30 % | 500,000 | 500,000 | 143,614 | 143,614 | 132,947 USD | 134,186 USD | 100.00% | 100.00% |
14/11/2024 | 1.19% | 97.90 % | 98.90 % | 500,000 | 500,000 | 147,851 | 147,851 | 144,721 USD | 146,280 USD | 100.00% | 100.00% |
13/11/2024 | 1.20% | 97.50 % | 98.50 % | 500,000 | 500,000 | 148,190 | 148,190 | 143,609 USD | 145,171 USD | 100.00% | 100.00% |
12/11/2024 | 0.99% | 96.40 % | 97.20 % | 500,000 | 500,000 | 148,272 | 148,272 | 143,338 USD | 144,604 USD | 100.00% | 100.00% |
11/11/2024 | 1.02% | 96.90 % | 97.70 % | 500,000 | 500,000 | 144,949 | 144,949 | 140,832 USD | 142,081 USD | 100.00% | 100.00% |
08/11/2024 | 1.18% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,155 | 148,155 | 145,418 USD | 146,980 USD | 100.00% | 100.00% |
07/11/2024 | 1.20% | 96.60 % | 97.60 % | 500,000 | 500,000 | 148,991 | 148,991 | 144,101 USD | 145,671 USD | 99.24% | 99.24% |