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 | 1,78% | 86,40 % | 87,21 % | 500 000 | 500 000 | 143 889 | 143 889 | 124 732 USD | 126 270 USD | 97,78% | 97,78% |
19/11/2024 | 2,02% | 87,00 % | 88,00 % | 500 000 | 500 000 | 145 056 | 145 056 | 125 968 USD | 127 771 USD | 100,00% | 100,00% |
18/11/2024 | 1,96% | 87,00 % | 88,00 % | 500 000 | 500 000 | 147 242 | 147 242 | 128 860 USD | 130 692 USD | 100,00% | 100,00% |
15/11/2024 | 1,72% | 88,10 % | 88,91 % | 500 000 | 500 000 | 147 764 | 147 764 | 131 609 USD | 133 171 USD | 100,00% | 100,00% |
14/11/2024 | 1,74% | 90,00 % | 90,81 % | 500 000 | 500 000 | 146 411 | 146 411 | 130 761 USD | 132 301 USD | 100,00% | 100,00% |
13/11/2024 | 1,96% | 89,80 % | 90,80 % | 500 000 | 500 000 | 146 173 | 146 173 | 130 257 USD | 132 073 USD | 100,00% | 100,00% |
12/11/2024 | 1,91% | 88,60 % | 89,60 % | 500 000 | 500 000 | 148 243 | 148 243 | 132 086 USD | 133 936 USD | 100,00% | 100,00% |
11/11/2024 | 1,67% | 91,10 % | 91,91 % | 500 000 | 500 000 | 147 794 | 147 794 | 134 862 USD | 136 423 USD | 100,00% | 100,00% |
08/11/2024 | 1,68% | 91,40 % | 92,21 % | 500 000 | 500 000 | 148 140 | 148 140 | 135 376 USD | 136 943 USD | 100,00% | 100,00% |
07/11/2024 | 1,85% | 93,60 % | 94,60 % | 500 000 | 500 000 | 149 068 | 149 068 | 139 174 USD | 141 033 USD | 99,23% | 99,23% |