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 | 0.71% | 85.30 % | 85.80 % | 500,000 | 500,000 | 145,052 | 145,052 | 124,327 USD | 125,099 USD | 99.64% | 99.64% |
19/11/2024 | 0.70% | 85.30 % | 85.80 % | 500,000 | 500,000 | 144,674 | 144,674 | 123,618 USD | 124,387 USD | 100.00% | 100.00% |
18/11/2024 | 0.72% | 84.80 % | 85.30 % | 500,000 | 500,000 | 144,933 | 144,872 | 121,979 USD | 122,701 USD | 99.77% | 99.77% |
15/11/2024 | 0.72% | 83.00 % | 83.50 % | 500,000 | 500,000 | 143,981 | 143,981 | 119,098 USD | 119,861 USD | 99.04% | 99.04% |
14/11/2024 | 0.73% | 82.90 % | 83.40 % | 500,000 | 500,000 | 145,418 | 145,418 | 120,215 USD | 120,988 USD | 99.10% | 99.10% |
13/11/2024 | 2.67% | 83.90 % | 84.40 % | 500,000 | 500,000 | 145,556 | 145,556 | 122,399 USD | 124,004 USD | 99.47% | 99.47% |
12/11/2024 | 1.96% | 83.90 % | 84.40 % | 500,000 | 500,000 | 129,897 | 129,897 | 109,512 USD | 110,479 USD | 98.76% | 98.76% |
11/11/2024 | 0.59% | 86.10 % | 86.60 % | 500,000 | 500,000 | 144,701 | 144,701 | 126,098 USD | 126,825 USD | 99.87% | 99.87% |
08/11/2024 | 0.59% | 89.40 % | 89.90 % | 500,000 | 500,000 | 143,864 | 143,864 | 128,538 USD | 129,264 USD | 100.00% | 100.00% |
07/11/2024 | 0.58% | 89.40 % | 89.90 % | 500,000 | 500,000 | 145,702 | 145,702 | 130,162 USD | 130,894 USD | 99.11% | 99.11% |