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 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,257 | 27,257 | 26,959 USD | 27,231 USD | 91.49% | 91.49% |
15/05/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 25,642 | 25,642 | 25,367 USD | 25,623 USD | 93.31% | 93.31% |
14/05/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 28,684 | 28,684 | 28,345 USD | 28,632 USD | 90.92% | 90.92% |
13/05/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 29,048 | 29,048 | 28,709 USD | 28,999 USD | 89.99% | 89.99% |
10/05/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 26,861 | 26,861 | 26,565 USD | 26,834 USD | 90.14% | 90.14% |
08/05/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 26,200 | 26,200 | 25,856 USD | 26,118 USD | 93.15% | 93.15% |
07/05/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,912 | 27,912 | 27,495 USD | 27,774 USD | 93.06% | 93.06% |
06/05/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 14,111 | 14,111 | 13,899 USD | 14,040 USD | 93.93% | 93.93% |
03/05/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 12,934 | 12,934 | 12,691 USD | 12,820 USD | 80.50% | 80.50% |
02/05/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 29,030 | 29,030 | 28,431 USD | 28,721 USD | 91.11% | 91.11% |