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 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,087 USD | 26,360 USD | 97.86% | 97.86% |
19/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,619 USD | 26,898 USD | 94.45% | 94.45% |
18/11/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,069 USD | 26,342 USD | 97.49% | 97.49% |
15/11/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,968 USD | 26,239 USD | 98.77% | 98.77% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 0.00% |
13/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 28,723 | 28,723 | 27,676 USD | 27,964 USD | 90.11% | 90.11% |
12/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,151 USD | 26,422 USD | 98.40% | 98.40% |
11/11/2024 | 1.03% | 96.70 % | 97.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,670 USD | 9,770 USD | 88.20% | 88.20% |
08/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,351 USD | 26,623 USD | 98.34% | 98.34% |
07/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 23,271 | 23,271 | 22,469 USD | 22,702 USD | 92.67% | 92.67% |