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 | 0,51% | 87,75 % | 88,20 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 877 519 USD | 441 010 USD | 97,19% | 97,19% |
19/11/2024 | 0,51% | 86,95 % | 87,40 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 873 041 USD | 438 770 USD | 97,39% | 97,39% |
18/11/2024 | 0,50% | 90,40 % | 90,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 903 683 USD | 454 092 USD | 99,37% | 99,37% |
15/11/2024 | 0,50% | 90,30 % | 90,75 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 901 206 USD | 452 853 USD | 99,37% | 99,37% |
14/11/2024 | 0,50% | 89,95 % | 90,40 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 899 058 USD | 451 779 USD | 99,37% | 99,37% |
13/11/2024 | 0,50% | 89,80 % | 90,25 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 899 414 USD | 451 957 USD | 99,38% | 99,38% |
12/11/2024 | 0,50% | 90,60 % | 91,05 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 901 078 USD | 452 789 USD | 99,38% | 99,38% |
11/11/2024 | 0,49% | 90,80 % | 91,25 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 908 249 USD | 456 375 USD | 99,38% | 99,38% |
08/11/2024 | 0,49% | 91,05 % | 91,50 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 915 585 USD | 460 043 USD | 99,38% | 99,38% |
07/11/2024 | 0,48% | 92,00 % | 92,45 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 933 500 USD | 469 000 USD | 96,72% | 96,72% |