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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.05% | 78.20 % | 79.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,251 USD | 383,251 USD | 100.00% | 100.00% |
19/12/2024 | 1.02% | 76.90 % | 77.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,234 USD | 394,234 USD | 96.30% | 100.00% |
18/12/2024 | 0.91% | 81.85 % | 82.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,542 USD | 413,292 USD | 100.00% | 100.00% |
17/12/2024 | 0.91% | 82.05 % | 82.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,689 USD | 415,439 USD | 100.00% | 100.00% |
16/12/2024 | 0.91% | 82.25 % | 83.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,595 USD | 414,345 USD | 100.00% | 100.00% |
13/12/2024 | 0.89% | 81.90 % | 82.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,210 USD | 421,960 USD | 100.00% | 100.00% |
12/12/2024 | 0.91% | 83.25 % | 84.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,162 USD | 415,912 USD | 100.00% | 100.00% |
11/12/2024 | 0.91% | 81.90 % | 82.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,065 USD | 415,815 USD | 100.00% | 100.00% |
10/12/2024 | 0.89% | 82.85 % | 83.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,879 USD | 423,629 USD | 100.00% | 100.00% |
09/12/2024 | 0.88% | 84.45 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,205 USD | 429,955 USD | 100.00% | 100.00% |