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 | 0.79% | 93.40 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,037 USD | 474,787 USD | 100.00% | 100.00% |
18/12/2024 | 0.77% | 96.65 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,053 USD | 488,803 USD | 100.00% | 100.00% |
17/12/2024 | 0.76% | 97.35 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,491 USD | 492,241 USD | 100.00% | 100.00% |
16/12/2024 | 0.76% | 97.80 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,721 USD | 493,471 USD | 100.00% | 100.00% |
13/12/2024 | 0.76% | 97.80 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,254 USD | 493,004 USD | 100.00% | 100.00% |
12/12/2024 | 0.76% | 98.00 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,591 USD | 494,341 USD | 100.00% | 100.00% |
11/12/2024 | 0.76% | 98.35 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,788 USD | 495,538 USD | 100.00% | 100.00% |
10/12/2024 | 0.76% | 98.45 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,340 USD | 495,090 USD | 100.00% | 100.00% |
09/12/2024 | 0.76% | 97.70 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,276 USD | 493,026 USD | 100.00% | 100.00% |
06/12/2024 | 0.76% | 98.30 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,012 USD | 496,762 USD | 100.00% | 100.00% |