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 | 1,05% | 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% |
09/12/2024 | 1,01% | 97,65 % | 98,65 % | 100 000 | 100 000 | 27 428 | 27 428 | 26 929 USD | 27 203 USD | 96,82% | 96,82% |