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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 26,902 | 26,902 | 26,096 USD | 26,365 USD | 99.83% | 99.83% |
20/11/2024 | 1.02% | 96.80 % | 97.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,429 USD | 26,701 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,112 USD | 27,391 USD | 94.45% | 94.45% |
18/11/2024 | 1.03% | 97.30 % | 98.30 % | 100,000 | 100,000 | 27,307 | 27,307 | 26,520 USD | 26,793 USD | 97.49% | 97.49% |
15/11/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,296 USD | 26,567 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,255 USD | 26,525 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 28,810 | 28,810 | 27,996 USD | 28,284 USD | 89.70% | 89.70% |
12/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,381 USD | 26,652 USD | 98.40% | 98.40% |
11/11/2024 | 1.02% | 97.55 % | 98.55 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,755 USD | 9,855 USD | 88.20% | 88.20% |
08/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,595 USD | 26,867 USD | 98.34% | 98.34% |