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 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,257 | 27,257 | 27,295 USD | 27,568 USD | 91.49% | 91.49% |
15/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 25,642 | 25,642 | 25,678 USD | 25,934 USD | 93.31% | 93.31% |
14/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 28,684 | 28,684 | 28,720 USD | 29,007 USD | 90.92% | 90.92% |
13/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 29,048 | 29,048 | 29,111 USD | 29,401 USD | 89.99% | 89.99% |
10/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 26,861 | 26,861 | 26,914 USD | 27,183 USD | 90.14% | 90.14% |
08/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 26,173 | 26,173 | 26,225 USD | 26,487 USD | 93.30% | 93.30% |
07/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 27,912 | 27,912 | 27,974 USD | 28,253 USD | 93.06% | 93.06% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 14,111 | 14,111 | 14,144 USD | 14,285 USD | 93.93% | 93.93% |
03/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 12,934 | 12,934 | 12,976 USD | 13,106 USD | 80.52% | 80.52% |
02/05/2024 | 0.99% | 99.85 % | 100.90 % | 100,000 | 100,000 | 26,512 | 26,512 | 26,468 USD | 26,731 USD | 87.99% | 87.99% |