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 | 0,37% | 116,09 % | 116,72 % | 175 000 | 175 000 | 66 375 | 66 375 | 77 325 USD | 77 625 USD | 99,42% | 99,42% |
19/11/2024 | 0,37% | 116,70 % | 117,10 % | 250 000 | 250 000 | 67 694 | 67 694 | 78 735 USD | 79 027 USD | 99,67% | 99,67% |
18/11/2024 | 0,35% | 116,00 % | 116,40 % | 250 000 | 250 000 | 73 429 | 73 429 | 84 932 USD | 85 226 USD | 99,77% | 99,77% |
15/11/2024 | 0,35% | 115,20 % | 115,60 % | 250 000 | 250 000 | 73 728 | 73 728 | 85 342 USD | 85 637 USD | 100,00% | 100,00% |
14/11/2024 | 0,42% | 116,50 % | 116,90 % | 250 000 | 250 000 | 61 037 | 61 037 | 71 357 USD | 71 622 USD | 93,19% | 93,19% |
13/11/2024 | 0,57% | 117,20 % | 117,60 % | 250 000 | 250 000 | 72 416 | 72 416 | 84 971 USD | 85 324 USD | 100,00% | 100,00% |
12/11/2024 | 0,57% | 117,20 % | 117,60 % | 250 000 | 250 000 | 72 406 | 72 406 | 84 984 USD | 85 338 USD | 100,00% | 100,00% |
11/11/2024 | 0,57% | 117,40 % | 117,80 % | 250 000 | 250 000 | 72 417 | 72 417 | 84 963 USD | 85 316 USD | 100,00% | 100,00% |
08/11/2024 | 0,57% | 117,10 % | 117,50 % | 250 000 | 250 000 | 72 416 | 72 416 | 84 874 USD | 85 227 USD | 100,00% | 100,00% |
07/11/2024 | 0,57% | 117,10 % | 117,50 % | 250 000 | 250 000 | 72 417 | 72 417 | 84 545 USD | 84 899 USD | 100,00% | 100,00% |