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 | 1.09% | 91.40 % | 92.40 % | 100,000 | 100,000 | 27,241 | 27,241 | 24,899 USD | 25,171 USD | 97.86% | 97.86% |
19/11/2024 | 1.10% | 91.15 % | 92.15 % | 100,000 | 100,000 | 27,865 | 27,865 | 25,323 USD | 25,602 USD | 94.45% | 94.45% |
18/11/2024 | 1.11% | 89.70 % | 90.70 % | 100,000 | 100,000 | 27,307 | 27,307 | 24,445 USD | 24,718 USD | 97.49% | 97.49% |
15/11/2024 | 1.12% | 88.50 % | 89.50 % | 100,000 | 100,000 | 27,083 | 27,083 | 24,018 USD | 24,288 USD | 98.77% | 98.77% |
14/11/2024 | 1.12% | 89.15 % | 90.15 % | 100,000 | 100,000 | 63,450 | 63,450 | 56,584 USD | 57,219 USD | 28.37% | 28.37% |
13/11/2024 | 1.11% | 88.90 % | 89.90 % | 100,000 | 100,000 | 28,843 | 28,843 | 25,733 USD | 26,022 USD | 89.54% | 89.54% |
12/11/2024 | 1.10% | 90.05 % | 91.05 % | 100,000 | 100,000 | 27,148 | 27,148 | 24,472 USD | 24,743 USD | 98.40% | 98.40% |
11/11/2024 | 1.06% | 93.40 % | 94.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,340 USD | 9,440 USD | 88.20% | 88.20% |
08/11/2024 | 1.07% | 93.50 % | 94.50 % | 100,000 | 100,000 | 27,158 | 27,158 | 25,379 USD | 25,651 USD | 98.34% | 98.34% |
07/11/2024 | 1.06% | 93.70 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,444 USD | 94,444 USD | 13.88% | 13.88% |