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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,409 USD | 506,409 USD | 99.56% | 99.56% |
27/12/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,584 USD | 505,584 USD | 98.53% | 98.53% |
23/12/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,003 USD | 504,003 USD | 100.00% | 100.00% |
20/12/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,252 USD | 504,252 USD | 96.47% | 96.47% |
19/12/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,007 USD | 505,007 USD | 99.01% | 99.01% |
18/12/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,745 USD | 505,745 USD | 98.18% | 98.18% |
17/12/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,607 USD | 505,607 USD | 100.00% | 100.00% |
16/12/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 USD | 505,500 USD | 100.00% | 100.00% |
13/12/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,235 USD | 505,235 USD | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 USD | 504,500 USD | 97.47% | 97.47% |