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 | 1,07% | 93,00 % | 94,00 % | 100 000 | 100 000 | 27 241 | 27 241 | 25 304 USD | 25 576 USD | 97,86% | 97,86% |
19/11/2024 | 1,07% | 92,70 % | 93,70 % | 100 000 | 100 000 | 27 865 | 27 865 | 25 861 USD | 26 140 USD | 94,45% | 94,45% |
18/11/2024 | 1,06% | 93,60 % | 94,60 % | 100 000 | 100 000 | 27 302 | 27 302 | 25 570 USD | 25 843 USD | 97,52% | 97,52% |
15/11/2024 | 1,05% | 93,00 % | 94,00 % | 100 000 | 100 000 | 27 083 | 27 083 | 25 457 USD | 25 728 USD | 98,77% | 98,77% |
14/11/2024 | 1,04% | 95,50 % | 96,50 % | 100 000 | 100 000 | 26 961 | 26 961 | 25 736 USD | 26 006 USD | 99,48% | 99,48% |
13/11/2024 | 1,04% | 95,40 % | 96,40 % | 100 000 | 100 000 | 28 573 | 28 573 | 27 251 USD | 27 537 USD | 90,84% | 90,84% |
12/11/2024 | 1,04% | 95,70 % | 96,70 % | 100 000 | 100 000 | 27 148 | 27 148 | 25 977 USD | 26 248 USD | 98,40% | 98,40% |
11/11/2024 | 1,04% | 96,00 % | 97,00 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 600 USD | 9 700 USD | 88,20% | 88,20% |
08/11/2024 | 1,04% | 96,15 % | 97,15 % | 100 000 | 100 000 | 27 158 | 27 158 | 26 069 USD | 26 340 USD | 98,34% | 98,34% |
07/11/2024 | 1,03% | 96,25 % | 97,25 % | 100 000 | 100 000 | 23 285 | 23 285 | 22 435 USD | 22 667 USD | 92,74% | 92,74% |