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 | 1.03% | 106.71 USD | 107.79 USD | 12,300 | 12,300 | 5,468 | 5,468 | 584,058 USD | 589,976 USD | 99.64% | 99.64% |
19/11/2024 | 1.02% | 106.72 USD | 107.80 USD | 12,300 | 12,300 | 5,527 | 5,527 | 589,087 USD | 595,051 USD | 100.00% | 100.00% |
18/11/2024 | 1.03% | 106.66 USD | 107.74 USD | 12,100 | 12,100 | 5,444 | 5,444 | 580,840 USD | 586,731 USD | 99.78% | 99.78% |
15/11/2024 | 1.03% | 106.93 USD | 108.01 USD | 12,100 | 12,100 | 5,284 | 5,284 | 566,139 USD | 571,882 USD | 100.00% | 100.00% |
14/11/2024 | 1.04% | 107.38 USD | 108.46 USD | 11,600 | 11,600 | 5,080 | 5,080 | 545,946 USD | 551,477 USD | 99.10% | 99.10% |
13/11/2024 | 1.04% | 107.49 USD | 108.57 USD | 11,800 | 11,800 | 5,240 | 5,240 | 562,020 USD | 567,706 USD | 100.00% | 100.00% |
12/11/2024 | 1.04% | 106.91 USD | 107.99 USD | 12,100 | 12,100 | 5,348 | 5,348 | 572,010 USD | 577,812 USD | 100.00% | 100.00% |
11/11/2024 | 1.04% | 106.94 USD | 108.02 USD | 12,100 | 12,100 | 5,287 | 5,287 | 565,858 USD | 571,600 USD | 100.00% | 100.00% |
08/11/2024 | 1.04% | 107.02 USD | 108.10 USD | 11,900 | 11,900 | 5,309 | 5,309 | 568,279 USD | 574,039 USD | 100.00% | 100.00% |
07/11/2024 | 1.04% | 107.04 USD | 108.12 USD | 11,900 | 11,900 | 5,339 | 5,339 | 570,714 USD | 576,513 USD | 98.58% | 98.58% |