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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.98% | 99.30 % | 100.30 % | 100,000 | 100,000 | 27,257 | 27,257 | 27,072 USD | 27,339 USD | 91.49% | 91.49% |
15/05/2024 | 0.96% | 99.30 % | 100.30 % | 100,000 | 100,000 | 25,642 | 25,642 | 25,470 USD | 25,719 USD | 93.31% | 93.31% |
14/05/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 28,684 | 28,684 | 28,498 USD | 28,784 USD | 90.92% | 90.92% |
13/05/2024 | 0.97% | 99.35 % | 100.30 % | 100,000 | 100,000 | 29,048 | 29,048 | 28,872 USD | 29,149 USD | 89.99% | 89.99% |
10/05/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 26,861 | 26,861 | 26,699 USD | 26,968 USD | 90.14% | 90.14% |
08/05/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 26,173 | 26,173 | 26,023 USD | 26,287 USD | 93.30% | 93.30% |
07/05/2024 | 1.04% | 99.45 % | 100.40 % | 100,000 | 100,000 | 27,912 | 27,912 | 27,758 USD | 28,038 USD | 93.06% | 93.06% |
06/05/2024 | 0.99% | 99.45 % | 100.50 % | 100,000 | 100,000 | 14,111 | 14,111 | 14,040 USD | 14,182 USD | 93.93% | 93.93% |
03/05/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 12,934 | 12,934 | 12,869 USD | 12,998 USD | 80.52% | 80.52% |
02/05/2024 | 0.98% | 99.50 % | 100.50 % | 100,000 | 100,000 | 29,030 | 29,030 | 28,890 USD | 29,176 USD | 91.12% | 91.12% |