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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,991 USD | 495,491 USD | 97.18% | 97.18% |
18/12/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,215 USD | 498,715 USD | 99.38% | 99.38% |
17/12/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,171 USD | 498,671 USD | 99.37% | 99.37% |
16/12/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,684 USD | 499,184 USD | 99.37% | 99.37% |
13/12/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,747 USD | 499,247 USD | 99.37% | 99.37% |
12/12/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,948 USD | 499,448 USD | 99.37% | 99.37% |
11/12/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,016 USD | 499,516 USD | 99.38% | 99.38% |
10/12/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 USD | 499,500 USD | 99.37% | 99.37% |
09/12/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,741 USD | 500,241 USD | 99.38% | 99.38% |
06/12/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,193 USD | 499,693 USD | 99.37% | 99.37% |