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 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 25,884 USD | 26,156 USD | 97.86% | 97.86% |
19/11/2024 | 1.04% | 95.10 % | 96.10 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,512 USD | 26,790 USD | 94.45% | 94.45% |
18/11/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 27,304 | 27,304 | 26,071 USD | 26,344 USD | 97.51% | 97.51% |
15/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,977 USD | 26,247 USD | 98.77% | 98.77% |
14/11/2024 | 1.03% | 96.30 % | 97.30 % | 100,000 | 100,000 | 26,961 | 26,961 | 25,961 USD | 26,230 USD | 99.48% | 99.48% |
13/11/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 28,854 | 28,854 | 27,763 USD | 28,052 USD | 89.49% | 89.49% |
12/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,194 USD | 26,466 USD | 98.40% | 98.40% |
11/11/2024 | 1.03% | 96.40 % | 97.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,640 USD | 9,740 USD | 88.19% | 88.19% |
08/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,234 USD | 26,505 USD | 98.34% | 98.34% |
07/11/2024 | 1.04% | 96.20 % | 97.20 % | 100,000 | 100,000 | 26,458 | 26,458 | 25,444 USD | 25,709 USD | 79.06% | 79.06% |