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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 148,171 | 148,171 | 146,239 USD | 146,981 USD | 95.42% | 95.42% |
19/12/2024 | 0.53% | 98.80 % | 99.30 % | 500,000 | 500,000 | 144,500 | 144,500 | 142,774 USD | 143,503 USD | 99.10% | 99.10% |
18/12/2024 | 0.53% | 98.90 % | 99.40 % | 500,000 | 500,000 | 144,836 | 144,836 | 143,317 USD | 144,045 USD | 100.00% | 100.00% |
17/12/2024 | 0.53% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,833 | 144,833 | 143,452 USD | 144,180 USD | 100.00% | 100.00% |
16/12/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 144,844 | 144,844 | 143,755 USD | 144,483 USD | 100.00% | 100.00% |
13/12/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 143,358 | 143,358 | 142,262 USD | 142,982 USD | 99.43% | 99.43% |
12/12/2024 | 0.57% | 99.40 % | 99.90 % | 500,000 | 500,000 | 143,096 | 143,096 | 142,240 USD | 142,969 USD | 100.00% | 100.00% |
11/12/2024 | 0.53% | 99.30 % | 99.80 % | 500,000 | 500,000 | 146,074 | 146,074 | 144,973 USD | 145,707 USD | 98.71% | 98.71% |
10/12/2024 | 0.53% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,931 | 144,931 | 143,794 USD | 144,523 USD | 99.92% | 99.92% |
09/12/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,240 | 145,240 | 144,561 USD | 145,291 USD | 99.60% | 99.60% |