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 | 0.79% | 90.50 % | 91.00 % | 500,000 | 500,000 | 146,403 | 146,403 | 132,066 USD | 132,901 USD | 99.64% | 99.64% |
19/11/2024 | 0.80% | 89.70 % | 90.20 % | 500,000 | 500,000 | 147,340 | 147,340 | 131,674 USD | 132,514 USD | 100.00% | 100.00% |
18/11/2024 | 1.67% | 89.50 % | 90.00 % | 500,000 | 500,000 | 125,210 | 125,210 | 111,677 USD | 112,399 USD | 99.77% | 99.77% |
15/11/2024 | 0.77% | 90.20 % | 90.70 % | 500,000 | 500,000 | 147,590 | 147,590 | 134,497 USD | 135,338 USD | 99.90% | 99.90% |
14/11/2024 | 0.76% | 93.50 % | 94.00 % | 500,000 | 500,000 | 145,822 | 145,822 | 136,206 USD | 137,042 USD | 99.10% | 99.10% |
13/11/2024 | 3.48% | 94.60 % | 95.10 % | 500,000 | 500,000 | 125,897 | 125,897 | 118,928 USD | 120,185 USD | 99.77% | 99.77% |