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 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,235 USD | 26,507 USD | 97.86% | 97.86% |
19/11/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,756 USD | 27,035 USD | 94.45% | 94.45% |
18/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 27,303 | 27,303 | 25,948 USD | 26,221 USD | 97.51% | 97.51% |
15/11/2024 | 1.05% | 94.20 % | 95.20 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,540 USD | 25,810 USD | 98.77% | 98.77% |
14/11/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 63,374 | 63,374 | 60,063 USD | 60,697 USD | 28.32% | 28.32% |