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 | 1,34% | 95,65 % | 96,95 % | 100 000 | 100 000 | 27 241 | 27 241 | 26 136 USD | 26 490 USD | 97,86% | 97,86% |
19/11/2024 | 1,35% | 95,65 % | 96,95 % | 100 000 | 100 000 | 27 865 | 27 865 | 26 686 USD | 27 048 USD | 94,45% | 94,45% |
18/11/2024 | 1,36% | 95,30 % | 96,60 % | 100 000 | 100 000 | 27 307 | 27 307 | 25 972 USD | 26 327 USD | 97,49% | 97,49% |
15/11/2024 | 1,35% | 95,25 % | 96,55 % | 100 000 | 100 000 | 27 083 | 27 083 | 25 855 USD | 26 207 USD | 98,77% | 98,77% |
14/11/2024 | 1,36% | 95,10 % | 96,40 % | 100 000 | 100 000 | 63 744 | 63 744 | 60 758 USD | 61 587 USD | 28,57% | 28,57% |
13/11/2024 | 1,35% | 95,40 % | 96,70 % | 100 000 | 100 000 | 28 821 | 28 821 | 27 510 USD | 27 884 USD | 89,65% | 89,65% |
12/11/2024 | 1,35% | 95,40 % | 96,70 % | 100 000 | 100 000 | 27 148 | 27 148 | 25 930 USD | 26 283 USD | 98,40% | 98,40% |
11/11/2024 | 1,33% | 97,20 % | 98,50 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 720 USD | 9 850 USD | 88,18% | 88,18% |
08/11/2024 | 1,33% | 97,10 % | 98,40 % | 100 000 | 100 000 | 27 158 | 27 158 | 26 399 USD | 26 752 USD | 98,34% | 98,34% |
07/11/2024 | 1,32% | 97,95 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 887 USD | 99 187 USD | 14,00% | 14,00% |