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 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 148,195 | 148,195 | 153,138 USD | 154,324 USD | 100.00% | 100.00% |
20/12/2024 | 0.78% | 103.50 % | 104.30 % | 500,000 | 500,000 | 151,459 | 151,459 | 156,506 USD | 157,720 USD | 96.47% | 96.47% |
19/12/2024 | 0.99% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,531 | 148,531 | 153,569 USD | 155,066 USD | 99.51% | 99.51% |
18/12/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 148,148 | 148,148 | 153,856 USD | 155,338 USD | 100.00% | 100.00% |
17/12/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 148,295 | 148,295 | 153,971 USD | 155,158 USD | 100.00% | 100.00% |
16/12/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 148,132 | 148,132 | 153,163 USD | 154,348 USD | 100.00% | 100.00% |
13/12/2024 | 0.97% | 103.40 % | 104.40 % | 500,000 | 500,000 | 147,772 | 147,772 | 152,804 USD | 154,284 USD | 100.00% | 100.00% |
12/12/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 148,163 | 148,163 | 153,566 USD | 155,048 USD | 100.00% | 100.00% |
11/12/2024 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 149,384 | 149,384 | 154,835 USD | 156,030 USD | 98.70% | 98.70% |
10/12/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 148,200 | 148,200 | 153,553 USD | 154,739 USD | 100.00% | 100.00% |