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 | 1.02% | 95.45 % | 96.45 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,262 USD | 26,534 USD | 97.86% | 97.86% |
19/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,209 USD | 27,488 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,303 | 27,303 | 26,626 USD | 26,899 USD | 97.52% | 97.52% |
15/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,413 USD | 26,684 USD | 98.77% | 98.77% |
14/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,276 USD | 26,546 USD | 99.48% | 99.48% |
13/11/2024 | 1.02% | 96.75 % | 97.75 % | 100,000 | 100,000 | 28,843 | 28,843 | 27,985 USD | 28,273 USD | 89.54% | 89.54% |
12/11/2024 | 1.01% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,592 USD | 26,863 USD | 98.40% | 98.40% |
11/11/2024 | 1.01% | 98.95 % | 99.95 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,895 USD | 9,995 USD | 88.19% | 88.19% |
08/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,876 USD | 27,147 USD | 98.34% | 98.34% |
07/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,383 USD | 100,383 USD | 13.66% | 13.66% |