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 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,159 USD | 492,080 USD | 99.36% | 99.36% |
19/11/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,381 USD | 489,190 USD | 98.90% | 98.90% |
18/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,151 USD | 487,075 USD | 99.38% | 99.38% |
15/11/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,187 USD | 484,593 USD | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,967 USD | 488,484 USD | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,805 USD | 492,305 USD | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,167 USD | 494,667 USD | 99.38% | 99.38% |
11/11/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,732 USD | 498,232 USD | 99.38% | 99.38% |
08/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,674 USD | 497,174 USD | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,723 USD | 495,223 USD | 98.78% | 98.78% |