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 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 148,172 | 148,172 | 148,616 USD | 149,357 USD | 95.42% | 95.42% |
19/12/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,498 | 144,498 | 145,076 USD | 145,805 USD | 99.10% | 99.10% |
18/12/2024 | 0.52% | 100.30 % | 100.80 % | 500,000 | 500,000 | 144,835 | 144,835 | 145,270 USD | 145,998 USD | 100.00% | 100.00% |
17/12/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,832 | 144,832 | 145,471 USD | 146,199 USD | 100.00% | 100.00% |
16/12/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,847 | 144,847 | 145,469 USD | 146,197 USD | 100.00% | 100.00% |
13/12/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 143,358 | 143,358 | 144,074 USD | 144,794 USD | 99.43% | 99.43% |
12/12/2024 | 0.56% | 100.50 % | 101.00 % | 500,000 | 500,000 | 143,097 | 143,097 | 143,809 USD | 144,538 USD | 100.00% | 100.00% |
11/12/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 146,074 | 146,074 | 146,710 USD | 147,444 USD | 98.71% | 98.71% |
10/12/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 144,932 | 144,932 | 145,657 USD | 146,385 USD | 99.92% | 99.92% |
09/12/2024 | 0.52% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,245 | 145,245 | 146,084 USD | 146,814 USD | 99.59% | 99.59% |