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 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 000 USD | 485 500 USD | 97,41% | 97,41% |
19/11/2024 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 250 USD | 485 625 USD | 99,36% | 99,36% |
18/11/2024 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 000 USD | 485 500 USD | 94,86% | 94,86% |
15/11/2024 | 0,52% | 96,55 % | 97,05 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 965 567 USD | 485 284 USD | 93,16% | 93,16% |
14/11/2024 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 000 USD | 485 500 USD | 99,37% | 99,37% |
13/11/2024 | 0,52% | 96,55 % | 97,05 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 965 145 USD | 485 072 USD | 91,43% | 91,43% |
12/11/2024 | 0,52% | 96,50 % | 97,00 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 965 000 USD | 485 000 USD | 78,65% | 78,65% |
11/11/2024 | 0,51% | 97,00 % | 97,50 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 970 000 USD | 487 500 USD | 10,03% | 10,03% |
08/11/2024 | 0,50% | 98,20 % | 98,70 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 989 442 USD | 497 221 USD | 99,37% | 99,37% |
07/11/2024 | 0,50% | 99,05 % | 99,55 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 994 031 USD | 499 516 USD | 98,96% | 98,96% |