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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/02/2025 | 1.31% | 94.10 % | 94.60 % | 500,000 | 500,000 | 141,613 | 141,613 | 133,309 USD | 134,370 USD | 97.73% | 97.73% |
26/02/2025 | 1.29% | 94.30 % | 94.80 % | 500,000 | 500,000 | 144,966 | 144,966 | 136,720 USD | 137,798 USD | 100.00% | 100.00% |
25/02/2025 | 1.26% | 94.10 % | 94.60 % | 500,000 | 500,000 | 145,392 | 145,392 | 137,453 USD | 138,527 USD | 99.84% | 99.84% |
21/02/2025 | 1.24% | 96.30 % | 96.80 % | 500,000 | 500,000 | 146,832 | 146,832 | 141,211 USD | 142,286 USD | 98.27% | 98.27% |
20/02/2025 | 1.25% | 96.40 % | 96.90 % | 500,000 | 500,000 | 145,226 | 145,226 | 140,417 USD | 141,496 USD | 100.00% | 100.00% |
19/02/2025 | 1.26% | 96.80 % | 97.30 % | 500,000 | 500,000 | 147,107 | 147,107 | 141,893 USD | 142,979 USD | 100.00% | 100.00% |
18/02/2025 | 1.07% | 96.60 % | 96.91 % | 500,000 | 500,000 | 147,902 | 147,902 | 141,800 USD | 142,611 USD | 100.00% | 100.00% |
17/02/2025 | 1.40% | 95.00 % | 96.00 % | 50,000 | 50,000 | 49,715 | 49,715 | 47,272 USD | 47,935 USD | 99.34% | 99.34% |
14/02/2025 | 1.28% | 94.40 % | 94.90 % | 500,000 | 500,000 | 146,459 | 146,459 | 138,398 USD | 139,478 USD | 99.54% | 99.54% |
13/02/2025 | 2.41% | 92.70 % | 93.20 % | 500,000 | 500,000 | 147,304 | 147,284 | 135,813 USD | 137,394 USD | 100.00% | 100.00% |