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% | 99.70 % | 100.50 % | 500,000 | 500,000 | 148,358 | 148,358 | 147,844 USD | 149,031 USD | 100.00% | 100.00% |
20/12/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 151,738 | 151,738 | 150,567 USD | 151,781 USD | 96.47% | 96.47% |
19/12/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 148,243 | 148,243 | 147,383 USD | 148,865 USD | 98.73% | 98.73% |
18/12/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 146,391 | 146,391 | 146,237 USD | 147,701 USD | 99.50% | 99.50% |
17/12/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 146,250 | 146,250 | 146,273 USD | 147,443 USD | 99.42% | 99.42% |
16/12/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 144,614 | 144,614 | 144,888 USD | 146,045 USD | 99.01% | 99.01% |
13/12/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 143,383 | 143,383 | 143,431 USD | 144,864 USD | 98.66% | 98.66% |
12/12/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 147,827 | 147,827 | 147,880 USD | 149,358 USD | 99.92% | 99.92% |
11/12/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 149,507 | 149,507 | 149,682 USD | 150,878 USD | 98.72% | 98.72% |
10/12/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 148,125 | 148,125 | 148,273 USD | 149,458 USD | 100.00% | 100.00% |