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 | 1,07% | 92,50 % | 93,50 % | 100 000 | 100 000 | 34 421 | 34 421 | 31 925 USD | 32 269 USD | 69,09% | 97,86% |
19/11/2024 | 1,07% | 92,95 % | 93,95 % | 100 000 | 100 000 | 27 865 | 27 865 | 25 873 USD | 26 152 USD | 94,45% | 94,45% |
18/11/2024 | 1,07% | 92,85 % | 93,85 % | 100 000 | 100 000 | 27 307 | 27 307 | 25 379 USD | 25 652 USD | 97,49% | 97,49% |
15/11/2024 | 1,05% | 92,85 % | 93,85 % | 100 000 | 100 000 | 27 083 | 27 083 | 25 407 USD | 25 678 USD | 98,77% | 98,77% |
14/11/2024 | 1,04% | 95,00 % | 96,00 % | 100 000 | 100 000 | 26 961 | 26 961 | 25 653 USD | 25 922 USD | 99,48% | 99,48% |
13/11/2024 | 1,05% | 95,60 % | 96,60 % | 100 000 | 100 000 | 28 811 | 28 811 | 27 405 USD | 27 693 USD | 89,69% | 89,69% |
12/11/2024 | 1,06% | 94,80 % | 95,80 % | 100 000 | 100 000 | 27 148 | 27 148 | 25 688 USD | 25 960 USD | 98,40% | 98,40% |
11/11/2024 | 1,07% | 93,20 % | 94,20 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 320 USD | 9 420 USD | 88,17% | 88,17% |
08/11/2024 | 1,06% | 93,20 % | 94,20 % | 100 000 | 100 000 | 27 158 | 27 158 | 25 353 USD | 25 625 USD | 98,34% | 98,34% |
07/11/2024 | 1,06% | 93,20 % | 94,20 % | 100 000 | 100 000 | 23 374 | 23 374 | 21 824 USD | 22 058 USD | 92,78% | 92,78% |