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 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 148,253 | 148,253 | 144,642 USD | 145,828 USD | 98.73% | 98.73% |
18/12/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 146,109 | 146,109 | 143,908 USD | 145,077 USD | 99.43% | 99.43% |
17/12/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 146,249 | 146,249 | 143,994 USD | 145,457 USD | 99.42% | 99.42% |
16/12/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 148,138 | 148,138 | 146,234 USD | 147,716 USD | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 148,148 | 148,148 | 146,344 USD | 147,529 USD | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 147,894 | 147,894 | 146,129 USD | 147,313 USD | 99.92% | 99.92% |
11/12/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 149,535 | 149,535 | 147,757 USD | 149,252 USD | 98.69% | 98.69% |
10/12/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 148,131 | 148,131 | 146,239 USD | 147,721 USD | 100.00% | 100.00% |
09/12/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 142,246 | 142,246 | 140,626 USD | 141,764 USD | 98.32% | 98.32% |
06/12/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 134,826 | 134,826 | 132,993 USD | 134,072 USD | 96.32% | 96.32% |