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% | 105.85 USD | 106.91 USD | 10,300 | 10,300 | 4,518 | 4,518 | 478,567 USD | 483,374 USD | 99.64% | 99.64% |
19/11/2024 | 1.29% | 105.85 USD | 106.91 USD | 10,300 | 10,300 | 4,152 | 4,152 | 438,841 USD | 444,031 USD | 100.00% | 100.00% |
18/11/2024 | 1.02% | 105.46 USD | 106.52 USD | 10,300 | 10,300 | 4,580 | 4,580 | 482,157 USD | 487,019 USD | 99.77% | 99.77% |
15/11/2024 | 1.02% | 105.54 USD | 106.60 USD | 10,300 | 10,300 | 4,587 | 4,587 | 485,198 USD | 490,072 USD | 100.00% | 100.00% |
14/11/2024 | 1.67% | 106.39 USD | 109.60 USD | 5,000 | 5,000 | 3,175 | 3,175 | 337,647 USD | 343,910 USD | 98.28% | 98.28% |
13/11/2024 | 1.03% | 106.20 USD | 107.26 USD | 10,000 | 10,000 | 4,413 | 4,413 | 468,914 USD | 473,636 USD | 100.00% | 100.00% |
12/11/2024 | 1.03% | 106.36 USD | 107.43 USD | 10,000 | 10,000 | 4,375 | 4,375 | 465,683 USD | 470,384 USD | 100.00% | 100.00% |
11/11/2024 | 1.03% | 106.25 USD | 107.32 USD | 10,100 | 10,100 | 4,431 | 4,431 | 471,371 USD | 476,125 USD | 100.00% | 100.00% |
08/11/2024 | 1.04% | 105.91 USD | 106.98 USD | 10,000 | 10,000 | 4,392 | 4,392 | 465,569 USD | 470,298 USD | 100.00% | 100.00% |
07/11/2024 | 1.03% | 106.49 USD | 107.56 USD | 10,000 | 10,000 | 4,491 | 4,491 | 476,459 USD | 481,263 USD | 99.24% | 99.24% |