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% | 99.60 % | 100.10 % | 500,000 | 500,000 | 144,852 | 144,852 | 144,286 USD | 145,152 USD | 100.00% | 100.00% |
20/12/2024 | 0.81% | 99.70 % | 100.20 % | 500,000 | 500,000 | 147,815 | 147,815 | 147,126 USD | 148,005 USD | 95.42% | 95.42% |
19/12/2024 | 0.83% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,493 | 144,493 | 143,725 USD | 144,603 USD | 99.10% | 99.10% |
18/12/2024 | 0.81% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,840 | 144,840 | 144,823 USD | 145,693 USD | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,845 | 144,845 | 144,772 USD | 145,640 USD | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,845 | 144,845 | 144,861 USD | 145,729 USD | 100.00% | 100.00% |
13/12/2024 | 0.81% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,781 | 144,781 | 144,765 USD | 145,633 USD | 100.00% | 100.00% |
12/12/2024 | 0.81% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,824 | 144,824 | 144,875 USD | 145,743 USD | 100.00% | 100.00% |
11/12/2024 | 0.81% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,323 | 145,323 | 145,281 USD | 146,152 USD | 99.49% | 99.49% |
10/12/2024 | 0.81% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,956 | 144,956 | 144,798 USD | 145,669 USD | 99.92% | 99.92% |