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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,09% | 91,70 % | 92,70 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 156 USD | 9 256 USD | 45,10% | 45,10% |
14/08/2024 | 1,11% | 89,50 % | 90,50 % | 100 000 | 100 000 | 24 480 | 24 480 | 21 862 USD | 22 107 USD | 92,16% | 92,16% |
13/08/2024 | 1,14% | 89,70 % | 90,70 % | 100 000 | 100 000 | 21 824 | 21 824 | 19 313 USD | 19 531 USD | 94,12% | 94,12% |
12/08/2024 | 1,15% | 86,80 % | 87,80 % | 100 000 | 100 000 | 28 084 | 28 084 | 24 383 USD | 24 664 USD | 89,39% | 89,39% |
09/08/2024 | 1,15% | 86,25 % | 87,25 % | 100 000 | 100 000 | 27 226 | 27 226 | 23 495 USD | 23 768 USD | 97,61% | 97,61% |
08/08/2024 | 1,17% | 85,85 % | 86,85 % | 100 000 | 100 000 | 29 623 | 29 623 | 25 365 USD | 25 661 USD | 79,57% | 79,57% |
07/08/2024 | 1,16% | 86,45 % | 87,45 % | 10 000 | 10 000 | 10 000 | 10 000 | 8 542 USD | 8 642 USD | 99,69% | 99,69% |
06/08/2024 | 1,18% | 85,25 % | 86,25 % | 100 000 | 100 000 | 24 359 | 24 359 | 20 638 USD | 20 882 USD | 84,42% | 84,42% |
02/08/2024 | 1,15% | 85,85 % | 86,85 % | 10 000 | 10 000 | 63 730 | 63 730 | 54 952 USD | 55 589 USD | 95,66% | 95,66% |
30/07/2024 | 1,14% | 87,05 % | 88,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 066 USD | 88 066 USD | 46,46% | 46,46% |