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 | 0.72% | 63.90 % | 64.30 % | 500,000 | 100,000 | 142,320 | 28,464 | 91,278 USD | 18,375 USD | 99.99% | 99.99% |
12/07/2024 | 0.73% | 64.10 % | 64.50 % | 500,000 | 100,000 | 145,116 | 29,023 | 92,898 USD | 18,701 USD | 100.00% | 100.00% |
11/07/2024 | 0.73% | 63.00 % | 63.40 % | 500,000 | 100,000 | 145,516 | 29,103 | 92,173 USD | 18,557 USD | 98.68% | 98.68% |
10/07/2024 | 0.76% | 61.90 % | 62.30 % | 500,000 | 100,000 | 145,130 | 29,026 | 89,803 USD | 18,083 USD | 100.00% | 100.00% |
09/07/2024 | 0.75% | 60.50 % | 60.90 % | 500,000 | 100,000 | 145,410 | 29,082 | 88,719 USD | 17,866 USD | 99.70% | 99.70% |
08/07/2024 | 0.75% | 61.70 % | 62.10 % | 500,000 | 100,000 | 145,837 | 29,167 | 90,261 USD | 18,175 USD | 99.26% | 99.26% |
05/07/2024 | 0.76% | 61.80 % | 62.20 % | 500,000 | 100,000 | 145,252 | 29,050 | 89,342 USD | 17,990 USD | 99.89% | 99.89% |
04/07/2024 | 0.73% | 61.80 % | 62.20 % | 50,000 | 10,000 | 49,673 | 9,935 | 30,602 USD | 6,165 USD | 99.58% | 99.58% |
03/07/2024 | 0.78% | 61.30 % | 61.70 % | 500,000 | 100,000 | 145,120 | 29,024 | 89,454 USD | 18,030 USD | 100.00% | 100.00% |
02/07/2024 | 0.75% | 61.50 % | 61.90 % | 500,000 | 100,000 | 145,088 | 29,018 | 89,954 USD | 18,113 USD | 99.99% | 99.99% |