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 | 1.02% | 99.05 % | 100.00 % | 100,000 | 100,000 | 27,257 | 27,257 | 27,003 USD | 27,270 USD | 91.49% | 91.49% |
15/05/2024 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 25,642 | 25,642 | 25,405 USD | 25,668 USD | 93.31% | 93.31% |
14/05/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 28,684 | 28,684 | 28,420 USD | 28,713 USD | 90.92% | 90.92% |
13/05/2024 | 1.03% | 99.10 % | 100.10 % | 100,000 | 100,000 | 29,048 | 29,048 | 28,792 USD | 29,087 USD | 89.99% | 89.99% |
10/05/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 26,861 | 26,861 | 26,625 USD | 26,896 USD | 90.14% | 90.14% |
08/05/2024 | 1.02% | 99.15 % | 100.10 % | 100,000 | 100,000 | 26,173 | 26,173 | 25,955 USD | 26,214 USD | 93.30% | 93.30% |
07/05/2024 | 1.03% | 99.15 % | 100.20 % | 100,000 | 100,000 | 90,459 | 90,459 | 89,710 USD | 90,639 USD | 20.72% | 20.72% |
06/05/2024 | 1.03% | 99.15 % | 100.20 % | 100,000 | 100,000 | 14,111 | 14,111 | 13,998 USD | 14,144 USD | 93.93% | 93.93% |
03/05/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 12,934 | 12,934 | 12,833 USD | 12,959 USD | 80.52% | 80.52% |
02/05/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 29,030 | 29,030 | 28,808 USD | 29,104 USD | 91.12% | 91.12% |