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 | 0.95% | 93.60 % | 94.10 % | 500,000 | 500,000 | 146,426 | 146,426 | 137,277 USD | 138,190 USD | 99.01% | 99.01% |
19/11/2024 | 1.34% | 95.00 % | 95.50 % | 500,000 | 500,000 | 123,428 | 123,428 | 117,701 USD | 118,378 USD | 100.00% | 100.00% |
18/11/2024 | 0.71% | 95.60 % | 96.10 % | 500,000 | 500,000 | 142,723 | 142,723 | 135,569 USD | 136,343 USD | 99.77% | 99.77% |
15/11/2024 | 0.67% | 95.10 % | 95.60 % | 500,000 | 500,000 | 142,325 | 142,325 | 135,262 USD | 136,029 USD | 99.04% | 99.04% |
14/11/2024 | 0.64% | 95.50 % | 96.00 % | 500,000 | 500,000 | 145,725 | 145,725 | 139,113 USD | 139,894 USD | 99.10% | 99.10% |
13/11/2024 | 2.50% | 95.80 % | 96.30 % | 500,000 | 500,000 | 143,293 | 143,293 | 137,882 USD | 139,493 USD | 99.52% | 99.52% |