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 | 1.74% | 97.90 % | 99.80 % | 100,000 | 100,000 | 115,611 | 115,611 | 113,473 USD | 115,326 USD | 99.71% | 99.71% |
12/07/2024 | 1.74% | 98.90 % | 100.80 % | 100,000 | 100,000 | 114,532 | 114,532 | 113,554 USD | 115,410 USD | 98.46% | 98.46% |
11/07/2024 | 1.74% | 99.10 % | 101.00 % | 100,000 | 100,000 | 115,473 | 115,473 | 113,723 USD | 115,576 USD | 99.57% | 99.57% |
10/07/2024 | 1.75% | 98.10 % | 100.00 % | 100,000 | 100,000 | 115,390 | 115,390 | 113,143 USD | 114,996 USD | 99.46% | 99.46% |
09/07/2024 | 1.75% | 98.00 % | 99.90 % | 100,000 | 100,000 | 115,660 | 115,660 | 112,990 USD | 114,843 USD | 99.26% | 99.26% |
08/07/2024 | 1.74% | 98.60 % | 100.50 % | 100,000 | 100,000 | 115,512 | 115,512 | 113,876 USD | 115,729 USD | 99.60% | 99.60% |
05/07/2024 | 1.75% | 98.60 % | 100.50 % | 100,000 | 100,000 | 114,514 | 114,514 | 112,851 USD | 114,708 USD | 98.41% | 98.41% |
04/07/2024 | 1.94% | 98.40 % | 100.50 % | 100,000 | 100,000 | 115,115 | 115,115 | 113,335 USD | 115,420 USD | 98.49% | 98.49% |
03/07/2024 | 0.81% | 98.60 % | 99.30 % | 100,000 | 200,000 | 200,000 | 200,000 | 196,994 USD | 198,594 USD | 9.44% | 99.64% |
02/07/2024 | 1.75% | 97.80 % | 99.70 % | 100,000 | 100,000 | 115,493 | 115,493 | 113,038 USD | 114,891 USD | 99.58% | 99.58% |