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 | 1.04% | 98.30 % | 99.30 % | 500,000 | 500,000 | 150,865 | 150,865 | 148,155 USD | 149,669 USD | 96.46% | 96.46% |
19/12/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 148,541 | 148,541 | 146,519 USD | 147,707 USD | 99.51% | 99.51% |
18/12/2024 | 0.82% | 98.90 % | 99.70 % | 500,000 | 500,000 | 147,465 | 147,465 | 145,907 USD | 147,092 USD | 100.00% | 100.00% |
17/12/2024 | 1.06% | 98.60 % | 99.60 % | 500,000 | 500,000 | 146,410 | 146,410 | 144,156 USD | 145,632 USD | 100.00% | 100.00% |
16/12/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 148,039 | 148,039 | 146,336 USD | 147,817 USD | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 148,237 | 148,237 | 146,086 USD | 147,273 USD | 100.00% | 100.00% |
12/12/2024 | 0.82% | 98.70 % | 99.50 % | 500,000 | 500,000 | 147,708 | 147,708 | 145,666 USD | 146,851 USD | 100.00% | 100.00% |
11/12/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 149,555 | 149,555 | 147,304 USD | 148,800 USD | 98.70% | 98.70% |
10/12/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,036 | 148,036 | 146,810 USD | 148,292 USD | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 145,045 | 145,045 | 144,187 USD | 145,347 USD | 99.11% | 99.11% |