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 | 1,21% | 94,40 % | 95,40 % | 500 000 | 500 000 | 143 824 | 143 824 | 136 695 USD | 138 214 USD | 97,86% | 97,86% |
19/11/2024 | 1,23% | 95,80 % | 96,80 % | 500 000 | 500 000 | 146 983 | 146 983 | 139 779 USD | 141 330 USD | 100,00% | 100,00% |
18/11/2024 | 1,02% | 94,00 % | 94,80 % | 500 000 | 500 000 | 148 263 | 148 263 | 139 128 USD | 140 394 USD | 100,00% | 100,00% |
15/11/2024 | 1,08% | 92,50 % | 93,30 % | 500 000 | 500 000 | 143 614 | 143 614 | 132 947 USD | 134 186 USD | 100,00% | 100,00% |
14/11/2024 | 1,19% | 97,90 % | 98,90 % | 500 000 | 500 000 | 147 851 | 147 851 | 144 721 USD | 146 280 USD | 100,00% | 100,00% |
13/11/2024 | 1,20% | 97,50 % | 98,50 % | 500 000 | 500 000 | 148 190 | 148 190 | 143 609 USD | 145 171 USD | 100,00% | 100,00% |
12/11/2024 | 0,99% | 96,40 % | 97,20 % | 500 000 | 500 000 | 148 272 | 148 272 | 143 338 USD | 144 604 USD | 100,00% | 100,00% |
11/11/2024 | 1,02% | 96,90 % | 97,70 % | 500 000 | 500 000 | 144 949 | 144 949 | 140 832 USD | 142 081 USD | 100,00% | 100,00% |
08/11/2024 | 1,18% | 98,40 % | 99,40 % | 500 000 | 500 000 | 148 155 | 148 155 | 145 418 USD | 146 980 USD | 100,00% | 100,00% |
07/11/2024 | 1,20% | 96,60 % | 97,60 % | 500 000 | 500 000 | 148 991 | 148 991 | 144 101 USD | 145 671 USD | 99,24% | 99,24% |