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 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,097 | 148,097 | 145,528 USD | 147,011 USD | 100.00% | 100.00% |
20/12/2024 | 1.10% | 98.90 % | 99.90 % | 500,000 | 500,000 | 149,967 | 149,967 | 144,713 USD | 146,223 USD | 96.47% | 96.47% |
19/12/2024 | 0.85% | 95.70 % | 96.50 % | 500,000 | 500,000 | 147,249 | 147,249 | 142,481 USD | 143,665 USD | 100.00% | 100.00% |
18/12/2024 | 0.81% | 100.70 % | 101.50 % | 500,000 | 500,000 | 146,959 | 146,959 | 149,354 USD | 150,537 USD | 100.00% | 100.00% |
17/12/2024 | 0.97% | 103.50 % | 104.50 % | 500,000 | 500,000 | 147,768 | 147,768 | 152,664 USD | 154,144 USD | 100.00% | 100.00% |
16/12/2024 | 0.99% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,143 | 148,143 | 149,708 USD | 151,189 USD | 100.00% | 100.00% |