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 | 1,13% | 89,30 % | 90,30 % | 500 000 | 500 000 | 142 368 | 142 368 | 127 820 USD | 129 244 USD | 98,58% | 98,58% |
19/11/2024 | 1,09% | 91,00 % | 92,00 % | 500 000 | 500 000 | 147 841 | 147 841 | 134 672 USD | 136 152 USD | 100,00% | 100,00% |
18/11/2024 | 0,97% | 90,70 % | 91,50 % | 500 000 | 500 000 | 141 845 | 141 845 | 127 803 USD | 128 965 USD | 100,00% | 100,00% |
15/11/2024 | 0,88% | 92,10 % | 92,90 % | 500 000 | 500 000 | 147 626 | 147 626 | 136 134 USD | 137 317 USD | 100,00% | 100,00% |
14/11/2024 | 1,15% | 88,10 % | 89,10 % | 500 000 | 500 000 | 146 802 | 146 802 | 129 511 USD | 130 983 USD | 100,00% | 100,00% |
13/11/2024 | 1,15% | 89,20 % | 90,20 % | 500 000 | 500 000 | 147 051 | 147 051 | 130 027 USD | 131 502 USD | 100,00% | 100,00% |
12/11/2024 | 0,89% | 88,40 % | 89,20 % | 500 000 | 500 000 | 147 622 | 147 622 | 132 738 USD | 133 921 USD | 100,00% | 100,00% |
11/11/2024 | 0,90% | 91,80 % | 92,60 % | 500 000 | 500 000 | 146 271 | 146 271 | 134 871 USD | 136 049 USD | 100,00% | 100,00% |
08/11/2024 | 1,10% | 89,80 % | 90,80 % | 500 000 | 500 000 | 147 660 | 147 660 | 133 883 USD | 135 361 USD | 100,00% | 100,00% |
07/11/2024 | 1,11% | 91,60 % | 92,60 % | 500 000 | 500 000 | 147 443 | 147 443 | 133 686 USD | 135 164 USD | 100,00% | 100,00% |