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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/02/2025 | 0.55% | 90.75 % | 91.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 906,271 USD | 455,635 USD | 99.38% | 99.38% |
03/02/2025 | 0.55% | 91.10 % | 91.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 901,414 USD | 453,207 USD | 99.37% | 99.37% |
31/01/2025 | 0.54% | 92.25 % | 92.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,993 USD | 461,997 USD | 99.38% | 99.38% |
30/01/2025 | 0.55% | 89.40 % | 89.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,816 USD | 455,408 USD | 99.38% | 99.38% |
29/01/2025 | 0.55% | 91.00 % | 91.50 % | 1,000,000 | 500,000 | 1,000,000 | 499,966 | 910,361 USD | 457,650 USD | 96.03% | 96.03% |
28/01/2025 | 0.54% | 90.95 % | 91.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,405 USD | 462,202 USD | 99.38% | 99.38% |
27/01/2025 | 0.54% | 92.50 % | 93.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,619 USD | 465,810 USD | 99.38% | 99.38% |
24/01/2025 | 0.53% | 93.55 % | 94.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,899 USD | 472,950 USD | 98.14% | 98.14% |
23/01/2025 | 0.53% | 94.25 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,588 USD | 473,294 USD | 99.38% | 99.38% |
22/01/2025 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,956 USD | 477,478 USD | 88.94% | 88.94% |