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 | 1,75% | 56,40 % | 57,40 % | 100 000 | 100 000 | 27 241 | 27 241 | 15 401 USD | 15 673 USD | 97,86% | 97,86% |
19/11/2024 | 1,72% | 56,65 % | 57,65 % | 100 000 | 100 000 | 27 865 | 27 865 | 15 948 USD | 16 226 USD | 94,45% | 94,45% |
18/11/2024 | 1,73% | 57,20 % | 58,20 % | 100 000 | 100 000 | 27 302 | 27 302 | 15 673 USD | 15 946 USD | 97,52% | 97,52% |
15/11/2024 | 1,71% | 57,05 % | 58,05 % | 100 000 | 100 000 | 27 083 | 27 083 | 15 582 USD | 15 853 USD | 98,77% | 98,77% |
14/11/2024 | 1,69% | 58,95 % | 59,95 % | 100 000 | 100 000 | 26 961 | 26 961 | 15 872 USD | 16 141 USD | 99,48% | 99,48% |
13/11/2024 | 1,74% | 57,45 % | 58,45 % | 100 000 | 100 000 | 29 020 | 29 020 | 16 604 USD | 16 894 USD | 88,70% | 88,70% |
12/11/2024 | 1,71% | 56,75 % | 57,75 % | 100 000 | 100 000 | 27 148 | 27 148 | 15 631 USD | 15 902 USD | 98,40% | 98,40% |
11/11/2024 | 1,64% | 60,60 % | 61,60 % | 10 000 | 10 000 | 10 000 | 10 000 | 6 060 USD | 6 160 USD | 88,17% | 88,17% |
08/11/2024 | 1,63% | 61,20 % | 62,20 % | 100 000 | 100 000 | 27 158 | 27 158 | 16 551 USD | 16 822 USD | 98,34% | 98,34% |
07/11/2024 | 1,68% | 60,55 % | 61,55 % | 100 000 | 100 000 | 23 371 | 23 371 | 13 999 USD | 14 233 USD | 92,77% | 92,77% |