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 | 1.20% | 82.45 % | 83.45 % | 100,000 | 100,000 | 27,241 | 27,241 | 22,539 USD | 22,811 USD | 97.86% | 97.86% |
19/11/2024 | 1.20% | 82.30 % | 83.30 % | 100,000 | 100,000 | 27,865 | 27,865 | 23,004 USD | 23,282 USD | 94.45% | 94.45% |
18/11/2024 | 1.22% | 82.15 % | 83.15 % | 100,000 | 100,000 | 27,303 | 27,303 | 22,325 USD | 22,598 USD | 97.52% | 97.52% |
15/11/2024 | 1.23% | 81.00 % | 82.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 21,904 USD | 22,175 USD | 98.77% | 98.77% |
14/11/2024 | 1.23% | 80.60 % | 81.60 % | 100,000 | 100,000 | 63,377 | 63,377 | 51,207 USD | 51,841 USD | 28.32% | 28.32% |
13/11/2024 | 1.21% | 81.95 % | 82.95 % | 100,000 | 100,000 | 28,488 | 28,488 | 23,366 USD | 23,651 USD | 91.26% | 91.26% |
12/11/2024 | 1.21% | 81.85 % | 82.85 % | 100,000 | 100,000 | 27,148 | 27,148 | 22,296 USD | 22,568 USD | 98.40% | 98.40% |
11/11/2024 | 1.15% | 86.25 % | 87.25 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,625 USD | 8,725 USD | 88.19% | 88.19% |
08/11/2024 | 1.14% | 86.75 % | 87.75 % | 100,000 | 100,000 | 27,158 | 27,158 | 23,606 USD | 23,878 USD | 98.34% | 98.34% |
07/11/2024 | 1.15% | 86.80 % | 87.80 % | 100,000 | 100,000 | 23,540 | 23,540 | 20,428 USD | 20,663 USD | 92.98% | 92.98% |