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 | 1,55% | 98,30 % | 99,10 % | 500 000 | 500 000 | 143 280 | 143 015 | 141 327 USD | 142 578 USD | 98,58% | 98,58% |
19/11/2024 | 1,74% | 98,60 % | 99,60 % | 500 000 | 500 000 | 147 672 | 147 672 | 145 611 USD | 147 454 USD | 100,00% | 100,00% |
18/11/2024 | 1,71% | 99,00 % | 100,00 % | 500 000 | 500 000 | 148 308 | 148 308 | 147 541 USD | 149 391 USD | 100,00% | 100,00% |
15/11/2024 | 1,56% | 100,40 % | 101,20 % | 500 000 | 500 000 | 144 859 | 144 859 | 145 417 USD | 146 923 USD | 100,00% | 100,00% |
14/11/2024 | 1,52% | 99,90 % | 100,70 % | 500 000 | 500 000 | 148 182 | 148 182 | 148 053 USD | 149 606 USD | 100,00% | 100,00% |
13/11/2024 | 1,72% | 100,20 % | 101,20 % | 500 000 | 500 000 | 148 175 | 148 175 | 148 538 USD | 150 387 USD | 100,00% | 100,00% |
12/11/2024 | 1,80% | 100,30 % | 101,30 % | 500 000 | 500 000 | 142 451 | 142 451 | 142 773 USD | 144 533 USD | 100,00% | 100,00% |
11/11/2024 | 1,51% | 101,30 % | 102,10 % | 500 000 | 500 000 | 148 336 | 148 336 | 150 179 USD | 151 733 USD | 100,00% | 100,00% |
08/11/2024 | 1,51% | 100,80 % | 101,60 % | 500 000 | 500 000 | 148 280 | 148 280 | 149 291 USD | 150 845 USD | 100,00% | 100,00% |
07/11/2024 | 1,74% | 99,80 % | 100,80 % | 500 000 | 500 000 | 148 240 | 148 240 | 147 800 USD | 149 647 USD | 99,23% | 99,23% |