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 | 1,12% | 104,80 % | 105,80 % | 500 000 | 500 000 | 138 486 | 138 486 | 145 195 USD | 146 590 USD | 95,98% | 95,98% |
19/11/2024 | 0,98% | 104,70 % | 105,70 % | 500 000 | 500 000 | 146 333 | 146 333 | 153 067 USD | 154 539 USD | 100,00% | 100,00% |
18/11/2024 | 0,78% | 104,90 % | 105,70 % | 500 000 | 500 000 | 147 098 | 147 098 | 154 068 USD | 155 251 USD | 100,00% | 100,00% |
15/11/2024 | 0,78% | 104,30 % | 105,10 % | 500 000 | 500 000 | 146 960 | 146 960 | 153 473 USD | 154 655 USD | 100,00% | 100,00% |
14/11/2024 | 0,95% | 104,70 % | 105,70 % | 500 000 | 500 000 | 147 890 | 147 890 | 154 810 USD | 156 290 USD | 100,00% | 100,00% |
13/11/2024 | 0,96% | 105,10 % | 106,10 % | 500 000 | 500 000 | 147 167 | 147 167 | 154 324 USD | 155 801 USD | 100,00% | 100,00% |
12/11/2024 | 0,76% | 104,60 % | 105,40 % | 500 000 | 500 000 | 148 137 | 148 137 | 154 977 USD | 156 162 USD | 100,00% | 100,00% |
11/11/2024 | 0,79% | 104,60 % | 105,40 % | 500 000 | 500 000 | 146 031 | 146 031 | 152 691 USD | 153 870 USD | 100,00% | 100,00% |
08/11/2024 | 0,99% | 103,80 % | 104,80 % | 500 000 | 500 000 | 145 740 | 145 740 | 151 294 USD | 152 764 USD | 100,00% | 100,00% |
07/11/2024 | 0,97% | 103,30 % | 104,30 % | 500 000 | 500 000 | 148 739 | 148 739 | 153 514 USD | 155 002 USD | 99,23% | 99,23% |