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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 27,557 | 27,557 | 26,423 USD | 26,699 USD | 96.11% | 96.11% |
20/12/2024 | 1.05% | 96.10 % | 97.10 % | 100,000 | 100,000 | 27,332 | 27,332 | 26,143 USD | 26,416 USD | 97.35% | 97.35% |
19/12/2024 | 1.03% | 95.95 % | 96.95 % | 100,000 | 100,000 | 27,071 | 27,071 | 26,104 USD | 26,375 USD | 98.83% | 98.83% |
18/12/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 26,930 | 26,930 | 26,300 USD | 26,569 USD | 99.67% | 99.67% |
17/12/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,016 | 27,016 | 26,395 USD | 26,665 USD | 99.16% | 99.16% |
16/12/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 27,107 | 27,107 | 26,452 USD | 26,723 USD | 98.64% | 98.64% |
13/12/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 27,149 | 27,149 | 26,600 USD | 26,871 USD | 98.39% | 98.39% |
12/12/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 27,042 | 27,042 | 26,567 USD | 26,837 USD | 99.01% | 99.01% |
11/12/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 27,144 | 27,144 | 26,599 USD | 26,870 USD | 98.42% | 98.42% |
10/12/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 26,873 | 26,873 | 26,363 USD | 26,631 USD | 100.00% | 100.00% |