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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.17% | 43.54 % | 44.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 106,450 USD | 107,700 USD | 99.99% | 99.99% |
19/12/2024 | 1.14% | 42.88 % | 43.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 109,324 USD | 110,574 USD | 99.86% | 99.86% |
18/12/2024 | 1.09% | 45.47 % | 45.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,948 USD | 115,198 USD | 99.97% | 99.97% |
17/12/2024 | 1.08% | 45.82 % | 46.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,146 USD | 116,396 USD | 99.91% | 99.91% |
16/12/2024 | 1.10% | 45.50 % | 46.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,347 USD | 114,597 USD | 99.96% | 99.96% |
13/12/2024 | 1.08% | 45.38 % | 45.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,285 USD | 116,535 USD | 100.00% | 100.00% |
12/12/2024 | 1.10% | 45.76 % | 46.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,718 USD | 113,968 USD | 99.97% | 99.97% |
11/12/2024 | 1.10% | 44.92 % | 45.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,013 USD | 114,263 USD | 100.00% | 100.00% |
10/12/2024 | 1.07% | 45.54 % | 46.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,017 USD | 117,267 USD | 99.99% | 99.99% |
09/12/2024 | 1.06% | 46.53 % | 47.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,947 USD | 118,197 USD | 100.00% | 100.00% |