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 | 1,52% | 87,00 % | 87,80 % | 500 000 | 500 000 | 143 572 | 143 572 | 124 765 USD | 126 177 USD | 97,94% | 97,94% |
19/11/2024 | 1,74% | 86,90 % | 87,90 % | 500 000 | 500 000 | 146 904 | 146 904 | 127 542 USD | 129 268 USD | 100,00% | 100,00% |
18/11/2024 | 1,71% | 87,50 % | 88,50 % | 500 000 | 500 000 | 148 262 | 148 262 | 129 373 USD | 131 107 USD | 100,00% | 100,00% |
15/11/2024 | 1,53% | 86,50 % | 87,30 % | 500 000 | 500 000 | 145 512 | 145 512 | 126 728 USD | 128 138 USD | 100,00% | 100,00% |
14/11/2024 | 1,50% | 87,10 % | 87,90 % | 500 000 | 500 000 | 148 253 | 148 253 | 128 675 USD | 130 117 USD | 100,00% | 100,00% |
13/11/2024 | 1,75% | 86,80 % | 87,80 % | 500 000 | 500 000 | 148 122 | 148 122 | 128 296 USD | 130 040 USD | 100,00% | 100,00% |
12/11/2024 | 1,72% | 86,40 % | 87,40 % | 500 000 | 500 000 | 148 102 | 148 102 | 128 537 USD | 130 274 USD | 100,00% | 100,00% |
11/11/2024 | 1,50% | 89,50 % | 90,30 % | 500 000 | 500 000 | 147 666 | 147 666 | 131 106 USD | 132 545 USD | 99,58% | 99,58% |
08/11/2024 | 1,47% | 88,30 % | 89,10 % | 500 000 | 500 000 | 146 487 | 146 487 | 129 832 USD | 131 250 USD | 100,00% | 100,00% |
07/11/2024 | 1,70% | 90,10 % | 91,10 % | 500 000 | 500 000 | 148 321 | 148 321 | 132 274 USD | 134 015 USD | 99,76% | 99,76% |