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 | 1.03% | 99.40 % | 100.40 % | 100,000 | 100,000 | 28,958 | 28,958 | 28,770 USD | 29,064 USD | 24.86% | 24.86% |
15/05/2024 | 1.04% | 99.35 % | 100.40 % | 100,000 | 100,000 | 25,196 | 25,196 | 25,019 USD | 25,280 USD | 39.83% | 39.83% |
14/05/2024 | 1.02% | 99.25 % | 100.30 % | 100,000 | 100,000 | 46,670 | 46,670 | 46,343 USD | 46,822 USD | 35.81% | 35.81% |
13/05/2024 | 1.01% | 99.35 % | 100.30 % | 100,000 | 100,000 | 28,354 | 28,354 | 28,173 USD | 28,462 USD | 46.50% | 46.50% |
10/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 34,580 | 34,580 | 34,216 USD | 34,564 USD | 41.17% | 41.17% |
08/05/2024 | 1.03% | 99.00 % | 100.00 % | 100,000 | 100,000 | 16,904 | 16,904 | 16,748 USD | 16,922 USD | 76.10% | 76.10% |
07/05/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,578 | 27,578 | 27,319 USD | 27,599 USD | 55.45% | 55.45% |
06/05/2024 | 1.02% | 98.85 % | 99.85 % | 100,000 | 100,000 | 13,529 | 13,529 | 13,400 USD | 13,537 USD | 58.06% | 58.06% |
03/05/2024 | 1.02% | 99.45 % | 100.40 % | 100,000 | 100,000 | 10,569 | 10,569 | 10,483 USD | 10,590 USD | 50.86% | 50.86% |
02/05/2024 | 1.04% | 99.35 % | 100.40 % | 100,000 | 100,000 | 26,594 | 26,594 | 26,432 USD | 26,705 USD | 51.20% | 51.20% |