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 | 0.96% | 103.90 % | 104.90 % | 100,000 | 100,000 | 24,346 | 24,346 | 25,292 USD | 25,535 USD | 98.55% | 98.55% |
12/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,757 USD | 26,005 USD | 99.95% | 99.95% |
11/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 25,210 | 25,210 | 26,168 USD | 26,420 USD | 99.12% | 99.12% |
10/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,828 USD | 26,077 USD | 95.59% | 95.59% |
09/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 25,705 | 25,705 | 26,682 USD | 26,939 USD | 88.41% | 88.41% |
08/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,877 USD | 24,107 USD | 97.31% | 97.31% |
05/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,995 USD | 29,274 USD | 90.10% | 90.10% |
04/07/2024 | 0.96% | 103.70 % | 104.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,370 USD | 10,470 USD | 99.47% | 99.47% |
03/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 14,628 | 14,628 | 15,169 USD | 15,315 USD | 99.67% | 99.67% |
02/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 24,715 | 24,715 | 25,629 USD | 25,876 USD | 100.00% | 100.00% |