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 | 1,80% | 77,90 % | 78,40 % | 500 000 | 500 000 | 145 556 | 145 556 | 113 674 USD | 114 851 USD | 99,01% | 99,01% |
19/11/2024 | 1,79% | 77,80 % | 78,30 % | 500 000 | 500 000 | 144 036 | 144 036 | 112 242 USD | 113 415 USD | 100,00% | 100,00% |
18/11/2024 | 1,78% | 79,20 % | 79,70 % | 500 000 | 500 000 | 145 080 | 145 080 | 114 549 USD | 115 717 USD | 99,77% | 99,77% |
15/11/2024 | 1,56% | 77,80 % | 78,11 % | 500 000 | 500 000 | 144 190 | 144 190 | 112 882 USD | 113 780 USD | 99,04% | 99,04% |
14/11/2024 | 1,62% | 78,30 % | 78,61 % | 500 000 | 500 000 | 143 691 | 143 691 | 111 899 USD | 112 773 USD | 99,10% | 99,10% |
13/11/2024 | 2,07% | 77,80 % | 78,30 % | 500 000 | 500 000 | 129 454 | 129 454 | 100 678 USD | 101 770 USD | 100,00% | 100,00% |
12/11/2024 | 1,91% | 77,25 % | 78,25 % | 250 000 | 250 000 | 95 626 | 95 626 | 74 492 USD | 75 661 USD | 100,00% | 100,00% |
11/11/2024 | 2,16% | 80,80 % | 81,30 % | 500 000 | 500 000 | 130 606 | 130 606 | 104 310 USD | 105 328 USD | 99,45% | 99,45% |
08/11/2024 | 1,76% | 79,00 % | 79,50 % | 500 000 | 500 000 | 143 202 | 143 202 | 113 760 USD | 114 905 USD | 100,00% | 100,00% |
07/11/2024 | 1,78% | 82,00 % | 82,50 % | 500 000 | 500 000 | 145 670 | 145 670 | 117 413 USD | 118 590 USD | 99,10% | 99,10% |