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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 29,048 | 29,048 | 28,183 USD | 28,474 USD | 89.99% | 89.99% |
10/05/2024 | 1.02% | 97.00 % | 98.00 % | 100,000 | 100,000 | 26,860 | 26,860 | 26,085 USD | 26,354 USD | 90.14% | 90.14% |
08/05/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 26,173 | 26,173 | 25,393 USD | 25,655 USD | 93.30% | 93.30% |
07/05/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 27,911 | 27,911 | 26,987 USD | 27,266 USD | 93.06% | 93.06% |
06/05/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 14,111 | 14,111 | 13,599 USD | 13,740 USD | 93.93% | 93.93% |
03/05/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 12,962 | 12,962 | 12,413 USD | 12,542 USD | 79.74% | 79.74% |
02/05/2024 | 1.05% | 95.55 % | 96.55 % | 100,000 | 100,000 | 29,030 | 29,030 | 27,651 USD | 27,941 USD | 91.11% | 91.11% |
30/04/2024 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 27,714 | 27,714 | 26,365 USD | 26,642 USD | 92.06% | 92.06% |
29/04/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 28,161 | 28,161 | 26,831 USD | 27,113 USD | 88.65% | 88.65% |
26/04/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 28,989 | 28,989 | 27,677 USD | 27,967 USD | 91.33% | 91.33% |