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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.03% | 96.00 % | 97.00 % | 100,000 | 100,000 | 27,071 | 27,071 | 26,008 USD | 26,278 USD | 98.83% | 98.83% |
18/12/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 26,930 | 26,930 | 26,073 USD | 26,342 USD | 99.67% | 99.67% |
17/12/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 27,016 | 27,016 | 26,210 USD | 26,481 USD | 99.16% | 99.16% |
16/12/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 27,107 | 27,107 | 26,421 USD | 26,692 USD | 98.64% | 98.64% |
13/12/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 27,149 | 27,149 | 26,563 USD | 26,835 USD | 98.39% | 98.39% |
12/12/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 27,042 | 27,042 | 26,479 USD | 26,750 USD | 99.01% | 99.01% |
11/12/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,144 | 27,144 | 26,580 USD | 26,852 USD | 98.42% | 98.42% |
10/12/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 26,873 | 26,873 | 26,307 USD | 26,576 USD | 100.00% | 100.00% |
09/12/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 27,428 | 27,428 | 26,879 USD | 27,153 USD | 96.82% | 96.82% |
06/12/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 26,995 | 26,995 | 26,449 USD | 26,719 USD | 99.28% | 99.28% |