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% | 96,40 % | 96,90 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 963 876 USD | 484 438 USD | 92,93% | 92,93% |
19/11/2024 | 0,52% | 96,45 % | 96,95 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 966 981 USD | 485 990 USD | 96,94% | 96,94% |
18/11/2024 | 0,52% | 96,60 % | 97,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 965 517 USD | 485 258 USD | 98,50% | 98,50% |
15/11/2024 | 0,51% | 97,80 % | 98,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 978 599 USD | 491 800 USD | 93,15% | 93,15% |
14/11/2024 | 0,51% | 97,35 % | 97,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 972 721 USD | 488 861 USD | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,35 % | 97,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 970 046 USD | 487 523 USD | 91,43% | 91,43% |
12/11/2024 | 0,52% | 96,80 % | 97,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 965 577 USD | 485 288 USD | 81,39% | 81,39% |
11/11/2024 | 0,52% | 96,35 % | 96,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 967 395 USD | 486 197 USD | 83,67% | 83,67% |
08/11/2024 | 0,51% | 97,75 % | 98,25 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 983 573 USD | 494 286 USD | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,45 % | 98,95 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 986 247 USD | 495 624 USD | 98,96% | 98,96% |