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 | 1.19% | 83.30 % | 84.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,074 USD | 424,074 USD | 97.94% | 97.94% |
19/11/2024 | 1.19% | 84.00 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,548 USD | 421,548 USD | 100.00% | 100.00% |
18/11/2024 | 1.16% | 85.70 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,744 USD | 432,744 USD | 100.00% | 100.00% |
15/11/2024 | 1.15% | 85.70 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,427 USD | 435,427 USD | 100.00% | 100.00% |
14/11/2024 | 1.16% | 86.50 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,927 USD | 433,927 USD | 100.00% | 100.00% |
13/11/2024 | 1.18% | 84.30 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,159 USD | 425,159 USD | 100.00% | 100.00% |
12/11/2024 | 1.17% | 84.00 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,462 USD | 429,462 USD | 100.00% | 100.00% |
11/11/2024 | 1.15% | 86.60 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,443 USD | 435,443 USD | 100.00% | 100.00% |
08/11/2024 | 1.16% | 85.10 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,445 USD | 433,445 USD | 100.00% | 100.00% |
07/11/2024 | 1.12% | 88.60 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,849 USD | 447,849 USD | 99.76% | 99.76% |