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 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 24,346 | 24,346 | 24,525 USD | 24,769 USD | 98.55% | 98.55% |
12/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,012 USD | 25,260 USD | 99.95% | 99.95% |
11/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,411 USD | 25,663 USD | 99.12% | 99.12% |
10/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,073 USD | 25,322 USD | 95.59% | 95.59% |
09/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,911 USD | 26,168 USD | 88.41% | 88.41% |
08/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,204 USD | 23,434 USD | 97.31% | 97.31% |
05/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,199 USD | 28,478 USD | 90.10% | 90.10% |
04/07/2024 | 0.99% | 100.90 % | 101.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,090 USD | 10,190 USD | 99.47% | 99.47% |
03/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,762 USD | 14,909 USD | 99.67% | 99.67% |
02/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,942 USD | 25,189 USD | 100.00% | 100.00% |