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% | 99.80 % | 100.80 % | 100,000 | 100,000 | 17,315 | 17,315 | 17,288 USD | 17,463 USD | 77.83% | 77.83% |
15/05/2024 | 1.03% | 99.80 % | 100.80 % | 100,000 | 100,000 | 22,612 | 22,612 | 22,553 USD | 22,785 USD | 71.03% | 71.03% |
14/05/2024 | 1.04% | 99.70 % | 100.70 % | 100,000 | 100,000 | 51,898 | 51,898 | 51,727 USD | 52,261 USD | 35.56% | 35.56% |
13/05/2024 | 1.02% | 99.70 % | 100.70 % | 100,000 | 100,000 | 23,957 | 23,957 | 23,885 USD | 24,130 USD | 44.95% | 44.95% |
10/05/2024 | 1.04% | 99.65 % | 100.70 % | 100,000 | 100,000 | 32,026 | 32,026 | 31,921 USD | 32,250 USD | 48.58% | 48.58% |
08/05/2024 | 1.03% | 99.65 % | 100.60 % | 100,000 | 100,000 | 12,326 | 12,326 | 12,274 USD | 12,401 USD | 72.54% | 72.54% |
07/05/2024 | 1.03% | 99.65 % | 100.70 % | 100,000 | 100,000 | 26,413 | 26,413 | 26,314 USD | 26,586 USD | 87.51% | 87.51% |
06/05/2024 | 1.04% | 99.55 % | 100.60 % | 100,000 | 100,000 | 18,081 | 18,081 | 18,002 USD | 18,191 USD | 46.95% | 46.95% |
03/05/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 12,328 | 12,328 | 12,268 USD | 12,392 USD | 32.80% | 32.80% |
02/05/2024 | 1.03% | 99.45 % | 100.50 % | 100,000 | 100,000 | 36,298 | 36,298 | 36,064 USD | 36,435 USD | 48.24% | 48.24% |