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% | 96.95 % | 97.95 % | 100,000 | 100,000 | 25,041 | 25,041 | 24,252 USD | 24,502 USD | 88.12% | 88.12% |
14/05/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 28,684 | 28,684 | 27,693 USD | 27,980 USD | 90.92% | 90.92% |
13/05/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 29,048 | 29,048 | 28,051 USD | 28,341 USD | 89.99% | 89.99% |
10/05/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 26,861 | 26,861 | 25,915 USD | 26,183 USD | 90.14% | 90.14% |
08/05/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 26,173 | 26,173 | 25,177 USD | 25,439 USD | 93.30% | 93.30% |
07/05/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 27,911 | 27,911 | 26,899 USD | 27,178 USD | 93.06% | 93.06% |
06/05/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 14,111 | 14,111 | 13,568 USD | 13,709 USD | 93.93% | 93.93% |
03/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 12,978 | 12,978 | 12,413 USD | 12,543 USD | 79.32% | 79.32% |
02/05/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 29,030 | 29,030 | 27,615 USD | 27,906 USD | 91.11% | 91.11% |
30/04/2024 | 1.04% | 95.15 % | 96.15 % | 100,000 | 100,000 | 27,714 | 27,714 | 26,394 USD | 26,671 USD | 92.06% | 92.06% |