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 | 1,02% | 96,90 % | 97,90 % | 100 000 | 100 000 | 21 772 | 21 772 | 21 133 USD | 21 351 USD | 66,92% | 66,92% |
19/11/2024 | 1,02% | 97,30 % | 98,30 % | 100 000 | 100 000 | 27 905 | 27 905 | 27 142 USD | 27 421 USD | 56,59% | 56,59% |
18/11/2024 | 1,03% | 97,25 % | 98,25 % | 100 000 | 100 000 | 33 851 | 33 851 | 32 875 USD | 33 214 USD | 45,72% | 45,72% |
15/11/2024 | 1,02% | 96,85 % | 97,85 % | 100 000 | 100 000 | 24 925 | 24 925 | 24 175 USD | 24 424 USD | 69,61% | 69,61% |
14/11/2024 | 1,02% | 97,25 % | 98,25 % | 100 000 | 100 000 | 26 954 | 26 954 | 26 209 USD | 26 479 USD | 53,47% | 53,47% |
13/11/2024 | 1,03% | 97,15 % | 98,15 % | 100 000 | 100 000 | 33 199 | 33 199 | 32 222 USD | 32 554 USD | 54,03% | 54,03% |
12/11/2024 | 1,03% | 97,10 % | 98,10 % | 100 000 | 100 000 | 25 762 | 25 762 | 24 987 USD | 25 244 USD | 54,75% | 54,75% |
11/11/2024 | 1,02% | 97,25 % | 98,25 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 725 USD | 9 825 USD | 86,44% | 86,44% |
08/11/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 41 463 | 41 463 | 40 408 USD | 40 823 USD | 35,47% | 35,47% |
07/11/2024 | 1,03% | 97,25 % | 98,25 % | 100 000 | 100 000 | 20 000 | 20 000 | 19 410 USD | 19 610 USD | 52,88% | 52,88% |