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 | 0.87% | 93.20 % | 94.00 % | 500,000 | 500,000 | 147,932 | 147,932 | 138,474 USD | 139,658 USD | 99.51% | 99.51% |
18/12/2024 | 1.07% | 94.60 % | 95.60 % | 500,000 | 500,000 | 147,278 | 147,278 | 139,467 USD | 140,941 USD | 100.00% | 100.00% |
17/12/2024 | 1.06% | 94.90 % | 95.90 % | 500,000 | 500,000 | 147,440 | 147,440 | 140,614 USD | 142,090 USD | 100.00% | 100.00% |
16/12/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 147,903 | 147,903 | 142,952 USD | 144,136 USD | 100.00% | 100.00% |
13/12/2024 | 0.83% | 97.10 % | 97.90 % | 500,000 | 500,000 | 147,769 | 147,769 | 143,415 USD | 144,597 USD | 100.00% | 100.00% |
12/12/2024 | 1.05% | 97.10 % | 98.10 % | 500,000 | 500,000 | 147,029 | 147,029 | 143,073 USD | 144,545 USD | 100.00% | 100.00% |
11/12/2024 | 1.03% | 97.50 % | 98.50 % | 500,000 | 500,000 | 148,149 | 148,149 | 144,642 USD | 146,124 USD | 99.34% | 99.34% |
10/12/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 147,976 | 147,976 | 144,341 USD | 145,525 USD | 100.00% | 100.00% |
09/12/2024 | 0.83% | 98.40 % | 99.20 % | 500,000 | 500,000 | 144,471 | 144,471 | 141,794 USD | 142,951 USD | 99.10% | 99.10% |
06/12/2024 | 1.03% | 97.50 % | 98.50 % | 500,000 | 500,000 | 137,557 | 137,557 | 134,502 USD | 135,878 USD | 97.19% | 97.19% |