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% | 99.85 % | 100.90 % | 100,000 | 100,000 | 34,945 | 34,945 | 34,960 USD | 35,313 USD | 42.76% | 42.76% |
15/05/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 25,382 | 25,382 | 25,251 USD | 25,512 USD | 63.88% | 63.88% |
14/05/2024 | 1.02% | 99.20 % | 100.20 % | 100,000 | 100,000 | 29,901 | 29,901 | 29,671 USD | 29,979 USD | 37.00% | 37.00% |
13/05/2024 | 1.04% | 99.10 % | 100.10 % | 100,000 | 100,000 | 23,130 | 23,130 | 23,012 USD | 23,249 USD | 44.84% | 44.84% |
10/05/2024 | 1.01% | 99.15 % | 100.10 % | 100,000 | 100,000 | 21,956 | 21,956 | 21,725 USD | 21,945 USD | 47.07% | 47.07% |
08/05/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 30,340 | 30,340 | 29,976 USD | 30,279 USD | 47.57% | 47.57% |
07/05/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 30,526 | 30,526 | 30,145 USD | 30,450 USD | 57.82% | 57.82% |
06/05/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 14,129 | 14,129 | 13,932 USD | 14,073 USD | 58.97% | 58.97% |
03/05/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 11,878 | 11,878 | 11,722 USD | 11,841 USD | 39.48% | 39.48% |
02/05/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 79,731 | 79,731 | 78,800 USD | 79,597 USD | 13.65% | 13.65% |