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 | 0.79% | 100.80 % | 101.60 % | 750,000 | 750,000 | 222,481 | 222,481 | 224,252 USD | 226,032 USD | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.30 % | 101.30 % | 750,000 | 750,000 | 222,470 | 222,470 | 223,192 USD | 225,416 USD | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.30 % | 101.30 % | 750,000 | 750,000 | 222,375 | 222,375 | 223,000 USD | 225,224 USD | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.40 % | 101.20 % | 750,000 | 750,000 | 222,367 | 222,367 | 223,215 USD | 224,994 USD | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.30 % | 101.10 % | 750,000 | 750,000 | 220,220 | 220,220 | 220,938 USD | 222,700 USD | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.40 % | 101.40 % | 750,000 | 750,000 | 222,423 | 222,423 | 223,313 USD | 225,537 USD | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.50 % | 101.50 % | 750,000 | 750,000 | 222,454 | 222,454 | 223,622 USD | 225,847 USD | 99.99% | 99.99% |
04/07/2024 | 0.80% | 100.20 % | 101.00 % | 75,000 | 75,000 | 74,789 | 74,789 | 74,939 USD | 75,539 USD | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.10 % | 100.90 % | 750,000 | 750,000 | 222,470 | 222,470 | 222,826 USD | 224,606 USD | 100.00% | 100.00% |
02/07/2024 | 1.00% | 99.90 % | 100.90 % | 750,000 | 750,000 | 222,337 | 222,337 | 222,104 USD | 224,327 USD | 100.00% | 100.00% |