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% | 96,60 % | 97,60 % | 100 000 | 100 000 | 27 241 | 27 241 | 26 358 USD | 26 630 USD | 97,86% | 97,86% |
19/11/2024 | 1,03% | 96,70 % | 97,70 % | 100 000 | 100 000 | 27 865 | 27 865 | 26 956 USD | 27 235 USD | 94,45% | 94,45% |
18/11/2024 | 1,03% | 96,80 % | 97,80 % | 100 000 | 100 000 | 27 308 | 27 308 | 26 439 USD | 26 712 USD | 97,49% | 97,49% |
15/11/2024 | 1,02% | 96,75 % | 97,75 % | 100 000 | 100 000 | 27 083 | 27 083 | 26 302 USD | 26 573 USD | 98,77% | 98,77% |
14/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 26 961 | 26 961 | 26 272 USD | 26 542 USD | 99,48% | 99,48% |
13/11/2024 | 1,02% | 97,35 % | 98,35 % | 100 000 | 100 000 | 28 942 | 28 942 | 28 181 USD | 28 470 USD | 89,07% | 89,07% |
12/11/2024 | 1,02% | 97,65 % | 98,65 % | 100 000 | 100 000 | 27 148 | 27 148 | 26 505 USD | 26 776 USD | 98,40% | 98,40% |
11/11/2024 | 1,02% | 97,50 % | 98,50 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 750 USD | 9 850 USD | 88,17% | 88,17% |
08/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 27 158 | 27 158 | 26 473 USD | 26 745 USD | 98,34% | 98,34% |
07/11/2024 | 1,03% | 97,20 % | 98,20 % | 100 000 | 100 000 | 24 026 | 24 026 | 23 340 USD | 23 580 USD | 93,74% | 93,74% |