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 | 0.97% | 103.30 % | 104.30 % | 500,000 | 500,000 | 147,982 | 147,982 | 152,944 USD | 154,424 USD | 100.00% | 100.00% |
20/12/2024 | 0.98% | 103.40 % | 104.40 % | 500,000 | 500,000 | 151,258 | 151,258 | 156,141 USD | 157,655 USD | 96.47% | 96.47% |
19/12/2024 | 0.81% | 103.40 % | 104.20 % | 500,000 | 500,000 | 146,619 | 146,619 | 151,619 USD | 152,797 USD | 100.00% | 100.00% |
18/12/2024 | 0.80% | 103.90 % | 104.70 % | 500,000 | 500,000 | 146,877 | 146,877 | 152,563 USD | 153,744 USD | 100.00% | 100.00% |
17/12/2024 | 1.00% | 104.00 % | 105.00 % | 500,000 | 500,000 | 146,602 | 146,602 | 152,142 USD | 153,614 USD | 100.00% | 100.00% |
16/12/2024 | 1.00% | 104.00 % | 105.00 % | 500,000 | 500,000 | 146,631 | 146,631 | 152,587 USD | 154,060 USD | 99.94% | 99.94% |
13/12/2024 | 0.92% | 104.20 % | 105.00 % | 500,000 | 500,000 | 141,490 | 141,490 | 147,447 USD | 148,616 USD | 100.00% | 100.00% |
12/12/2024 | 0.79% | 104.30 % | 105.10 % | 500,000 | 500,000 | 147,211 | 147,211 | 153,160 USD | 154,344 USD | 100.00% | 100.00% |
11/12/2024 | 0.93% | 107.10 % | 108.10 % | 500,000 | 500,000 | 148,675 | 148,675 | 159,339 USD | 160,826 USD | 99.45% | 99.45% |
10/12/2024 | 0.93% | 107.10 % | 108.10 % | 500,000 | 500,000 | 148,113 | 148,113 | 158,419 USD | 159,901 USD | 100.00% | 100.00% |