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 | 1.14% | 97.20 % | 98.00 % | 500,000 | 500,000 | 145,796 | 145,796 | 142,088 USD | 143,396 USD | 99.52% | 99.52% |
18/12/2024 | 1.22% | 98.60 % | 99.60 % | 500,000 | 500,000 | 148,074 | 148,074 | 146,137 USD | 147,724 USD | 100.00% | 100.00% |
17/12/2024 | 1.22% | 98.60 % | 99.60 % | 500,000 | 500,000 | 148,281 | 148,281 | 146,305 USD | 147,894 USD | 100.00% | 100.00% |
16/12/2024 | 1.02% | 99.00 % | 99.80 % | 500,000 | 500,000 | 148,149 | 148,149 | 146,650 USD | 147,941 USD | 100.00% | 100.00% |
13/12/2024 | 1.02% | 98.90 % | 99.70 % | 500,000 | 500,000 | 148,057 | 148,057 | 146,330 USD | 147,621 USD | 100.00% | 100.00% |
12/12/2024 | 1.21% | 98.90 % | 99.90 % | 500,000 | 500,000 | 148,328 | 148,328 | 146,890 USD | 148,480 USD | 100.00% | 100.00% |
11/12/2024 | 1.21% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,722 | 148,722 | 148,254 USD | 149,847 USD | 99.35% | 99.35% |
10/12/2024 | 1.02% | 100.00 % | 100.80 % | 500,000 | 500,000 | 147,453 | 147,453 | 147,176 USD | 148,466 USD | 100.00% | 100.00% |
09/12/2024 | 1.04% | 100.30 % | 101.10 % | 500,000 | 500,000 | 144,198 | 144,198 | 144,677 USD | 145,946 USD | 98.59% | 98.59% |
06/12/2024 | 1.22% | 99.60 % | 100.60 % | 500,000 | 500,000 | 138,170 | 138,170 | 137,660 USD | 139,152 USD | 97.20% | 97.20% |