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 | 0.47% | 106.06 % | 106.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,953 USD | 535,453 USD | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.63 % | 107.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,291 USD | 533,791 USD | 78.49% | 78.49% |
11/07/2024 | 0.47% | 105.85 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,585 USD | 531,085 USD | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.92 % | 105.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,260 USD | 524,760 USD | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.26 % | 104.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,989 USD | 525,489 USD | 97.76% | 97.76% |
08/07/2024 | 0.48% | 104.31 % | 104.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,661 USD | 524,161 USD | 99.78% | 99.78% |
05/07/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,216 USD | 524,716 USD | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.48 % | 104.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,565 USD | 524,065 USD | 98.27% | 98.27% |
03/07/2024 | 0.48% | 104.17 % | 104.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,731 USD | 523,231 USD | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,204 USD | 520,704 USD | 100.00% | 100.00% |