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% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,388 USD | 490,694 USD | 95.90% | 95.90% |
18/12/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,141 USD | 493,070 USD | 99.38% | 99.38% |
17/12/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,494 USD | 493,747 USD | 99.37% | 99.37% |
16/12/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,050 USD | 494,025 USD | 99.37% | 99.37% |
13/12/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,353 USD | 494,177 USD | 99.37% | 99.37% |
12/12/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,944 USD | 494,472 USD | 99.38% | 99.38% |
11/12/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,281 USD | 494,140 USD | 99.38% | 99.38% |
10/12/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,013 USD | 494,507 USD | 99.38% | 99.38% |
09/12/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,744 USD | 495,872 USD | 99.38% | 99.38% |
06/12/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,331 USD | 495,166 USD | 99.37% | 99.37% |