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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.68% | 78.00 % | 78.50 % | 750,000 | 750,000 | 217,255 | 217,255 | 169,777 USD | 170,875 USD | 100.00% | 100.00% |
12/07/2024 | 0.68% | 79.00 % | 79.50 % | 750,000 | 750,000 | 216,136 | 216,136 | 172,605 USD | 173,701 USD | 100.00% | 100.00% |
11/07/2024 | 0.68% | 78.60 % | 79.10 % | 750,000 | 750,000 | 217,443 | 217,443 | 170,546 USD | 171,644 USD | 99.99% | 99.99% |
10/07/2024 | 0.68% | 76.80 % | 77.30 % | 750,000 | 750,000 | 218,445 | 218,445 | 167,682 USD | 168,777 USD | 99.49% | 99.49% |
09/07/2024 | 0.69% | 76.90 % | 77.40 % | 750,000 | 750,000 | 217,652 | 217,652 | 168,044 USD | 169,143 USD | 99.99% | 99.99% |
08/07/2024 | 0.68% | 77.20 % | 77.70 % | 750,000 | 750,000 | 217,521 | 217,521 | 169,581 USD | 170,680 USD | 100.00% | 100.00% |
05/07/2024 | 0.69% | 76.80 % | 77.30 % | 750,000 | 750,000 | 217,670 | 217,670 | 167,246 USD | 168,345 USD | 100.00% | 100.00% |
04/07/2024 | 0.65% | 77.00 % | 77.50 % | 75,000 | 75,000 | 75,000 | 75,000 | 57,794 USD | 58,169 USD | 99.45% | 99.45% |
03/07/2024 | 0.68% | 76.70 % | 77.20 % | 750,000 | 750,000 | 217,614 | 217,614 | 168,662 USD | 169,761 USD | 100.00% | 100.00% |
02/07/2024 | 0.69% | 76.60 % | 77.10 % | 750,000 | 750,000 | 217,574 | 217,574 | 167,399 USD | 168,498 USD | 100.00% | 100.00% |