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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.80% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,853 | 144,853 | 144,953 USD | 145,820 USD | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.00 % | 100.50 % | 500,000 | 500,000 | 147,823 | 147,823 | 147,822 USD | 148,700 USD | 95.42% | 95.42% |
19/12/2024 | 0.83% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,496 | 144,496 | 144,527 USD | 145,405 USD | 99.10% | 99.10% |
18/12/2024 | 0.81% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,840 | 144,840 | 144,985 USD | 145,855 USD | 100.00% | 100.00% |
17/12/2024 | 0.80% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,847 | 144,847 | 144,992 USD | 145,860 USD | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,847 | 144,847 | 144,992 USD | 145,860 USD | 100.00% | 100.00% |
13/12/2024 | 0.81% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,781 | 144,781 | 144,925 USD | 145,794 USD | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,824 | 144,824 | 144,970 USD | 145,838 USD | 100.00% | 100.00% |
11/12/2024 | 0.80% | 100.20 % | 100.70 % | 500,000 | 500,000 | 146,072 | 146,072 | 146,327 USD | 147,202 USD | 98.72% | 98.72% |
10/12/2024 | 0.81% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,955 | 144,955 | 145,172 USD | 146,043 USD | 99.92% | 99.92% |