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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.87% | 96.70 % | 97.50 % | 500,000 | 500,000 | 144,734 | 144,734 | 140,347 USD | 141,513 USD | 100.00% | 100.00% |
10/01/2025 | 1.07% | 97.40 % | 98.40 % | 500,000 | 500,000 | 144,519 | 144,519 | 141,138 USD | 142,593 USD | 100.00% | 100.00% |
09/01/2025 | 1.04% | 98.10 % | 99.10 % | 50,000 | 50,000 | 49,314 | 49,314 | 48,404 USD | 48,899 USD | 41.02% | 41.02% |
08/01/2025 | 0.85% | 98.80 % | 99.60 % | 500,000 | 500,000 | 147,370 | 147,370 | 145,270 USD | 146,451 USD | 100.00% | 100.00% |
07/01/2025 | 0.84% | 99.10 % | 99.90 % | 500,000 | 500,000 | 147,539 | 147,539 | 146,216 USD | 147,398 USD | 100.00% | 100.00% |
06/01/2025 | 1.04% | 99.40 % | 100.40 % | 500,000 | 500,000 | 145,304 | 145,304 | 144,127 USD | 145,582 USD | 98.16% | 98.16% |