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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.03% | 99.70 % | 100.70 % | 100,000 | 100,000 | 22,407 | 22,407 | 22,313 USD | 22,542 USD | 61.53% | 61.53% |
14/05/2024 | 1.03% | 99.40 % | 100.40 % | 100,000 | 100,000 | 27,010 | 27,010 | 26,842 USD | 27,117 USD | 46.63% | 46.63% |
13/05/2024 | 1.02% | 99.40 % | 100.40 % | 100,000 | 100,000 | 36,873 | 36,873 | 36,674 USD | 37,052 USD | 35.31% | 35.31% |
10/05/2024 | 1.01% | 99.55 % | 100.50 % | 100,000 | 100,000 | 26,064 | 26,064 | 25,961 USD | 26,227 USD | 68.26% | 68.26% |
08/05/2024 | 1.02% | 99.25 % | 100.20 % | 100,000 | 100,000 | 24,583 | 24,583 | 24,397 USD | 24,647 USD | 28.52% | 28.52% |
07/05/2024 | 1.01% | 99.25 % | 100.30 % | 100,000 | 100,000 | 28,677 | 28,677 | 28,429 USD | 28,720 USD | 41.39% | 41.39% |
06/05/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 13,476 | 13,476 | 13,346 USD | 13,481 USD | 55.41% | 55.41% |
03/05/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 11,827 | 11,827 | 11,638 USD | 11,756 USD | 48.74% | 48.74% |
02/05/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 28,788 | 28,788 | 28,369 USD | 28,657 USD | 63.04% | 63.04% |
30/04/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 33,901 | 33,901 | 33,467 USD | 33,806 USD | 47.74% | 47.74% |