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 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 24,348 | 24,348 | 24,956 USD | 25,200 USD | 98.53% | 98.53% |
12/07/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,434 USD | 25,682 USD | 99.95% | 99.95% |
11/07/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,836 USD | 26,088 USD | 99.12% | 99.12% |
10/07/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,480 USD | 25,729 USD | 95.59% | 95.59% |
09/07/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 25,705 | 25,705 | 26,322 USD | 26,579 USD | 88.41% | 88.41% |
08/07/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,558 USD | 23,788 USD | 97.31% | 97.31% |
05/07/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,628 USD | 28,908 USD | 90.10% | 90.10% |
04/07/2024 | 0.97% | 102.30 % | 103.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,230 USD | 10,330 USD | 99.47% | 99.47% |
03/07/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,964 USD | 15,110 USD | 99.67% | 99.67% |
02/07/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 24,715 | 24,715 | 25,283 USD | 25,530 USD | 100.00% | 100.00% |