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 | 1.01% | 99.65 % | 100.60 % | 100,000 | 100,000 | 24,348 | 24,348 | 24,265 USD | 24,502 USD | 98.53% | 98.53% |
12/07/2024 | 1.03% | 99.65 % | 100.70 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,731 USD | 24,987 USD | 99.95% | 99.95% |
11/07/2024 | 1.01% | 99.65 % | 100.70 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,127 USD | 25,386 USD | 99.12% | 99.12% |
10/07/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,804 USD | 25,057 USD | 95.59% | 95.59% |
09/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,628 USD | 25,885 USD | 88.41% | 88.41% |
08/07/2024 | 1.02% | 99.70 % | 100.70 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,941 USD | 23,175 USD | 97.31% | 97.31% |
05/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,883 USD | 28,165 USD | 90.10% | 90.10% |
04/07/2024 | 1.03% | 99.75 % | 100.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,975 USD | 10,078 USD | 99.47% | 99.47% |
03/07/2024 | 0.99% | 99.75 % | 100.70 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,591 USD | 14,734 USD | 99.67% | 99.67% |
02/07/2024 | 0.99% | 99.75 % | 100.70 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,653 USD | 24,894 USD | 100.00% | 100.00% |