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 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,026 USD | 493,513 USD | 99.36% | 99.36% |
19/12/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,109 USD | 494,054 USD | 98.10% | 98.10% |
18/12/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,590 USD | 497,795 USD | 99.36% | 99.36% |
17/12/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,302 USD | 497,651 USD | 99.38% | 99.38% |
16/12/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,810 USD | 502,907 USD | 99.37% | 99.37% |
13/12/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,703 USD | 500,852 USD | 99.37% | 99.37% |
12/12/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,050 USD | 502,523 USD | 99.38% | 99.38% |
11/12/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,531 USD | 501,266 USD | 99.37% | 99.37% |
10/12/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,859 USD | 501,930 USD | 99.38% | 99.38% |
09/12/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,400 USD | 504,200 USD | 96.65% | 96.65% |