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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,52% | 96,51 % | 97,01 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 964 926 USD | 484 963 USD | 99,17% | 99,17% |
20/11/2024 | 0,52% | 96,48 % | 96,98 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 666 USD | 485 833 USD | 95,80% | 95,80% |
19/11/2024 | 0,52% | 96,39 % | 96,89 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 964 316 USD | 484 658 USD | 99,19% | 99,19% |
18/11/2024 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 731 USD | 485 866 USD | 98,40% | 98,40% |
15/11/2024 | 0,51% | 96,86 % | 97,36 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 968 600 USD | 486 800 USD | 98,86% | 98,86% |
14/11/2024 | 0,52% | 97,05 % | 97,55 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 968 377 USD | 486 688 USD | 98,71% | 98,71% |
13/11/2024 | 0,52% | 96,08 % | 96,58 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 960 884 USD | 482 942 USD | 99,15% | 99,15% |
12/11/2024 | 0,52% | 96,13 % | 96,63 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 967 279 USD | 486 140 USD | 98,61% | 98,61% |
11/11/2024 | 0,51% | 97,46 % | 97,96 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 975 057 USD | 490 028 USD | 97,90% | 97,90% |
08/11/2024 | 0,51% | 97,04 % | 97,54 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 972 400 USD | 488 700 USD | 98,69% | 98,69% |