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 | 1.21% | 66.00 % | 66.80 % | 200,000 | 200,000 | 121,860 | 121,860 | 80,408 USD | 81,384 USD | 100.00% | 100.00% |
12/07/2024 | 1.52% | 66.60 % | 67.60 % | 200,000 | 200,000 | 121,815 | 121,815 | 80,560 USD | 81,786 USD | 100.00% | 100.00% |
11/07/2024 | 1.50% | 67.10 % | 68.10 % | 200,000 | 200,000 | 121,845 | 121,845 | 80,985 USD | 82,204 USD | 100.00% | 100.00% |
10/07/2024 | 1.19% | 66.00 % | 66.80 % | 200,000 | 200,000 | 121,837 | 121,837 | 81,454 USD | 82,429 USD | 100.00% | 100.00% |
09/07/2024 | 1.17% | 67.20 % | 68.00 % | 200,000 | 200,000 | 121,495 | 121,495 | 82,677 USD | 83,649 USD | 99.58% | 99.58% |
08/07/2024 | 1.46% | 67.80 % | 68.80 % | 200,000 | 200,000 | 121,857 | 121,857 | 82,923 USD | 84,142 USD | 100.00% | 100.00% |
05/07/2024 | 1.46% | 68.20 % | 69.20 % | 200,000 | 200,000 | 121,850 | 121,850 | 82,976 USD | 84,195 USD | 99.99% | 99.99% |
04/07/2024 | 1.17% | 68.30 % | 69.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,130 USD | 68,931 USD | 99.46% | 99.46% |
03/07/2024 | 1.17% | 68.20 % | 69.00 % | 200,000 | 200,000 | 121,826 | 121,826 | 83,040 USD | 84,015 USD | 100.00% | 100.00% |
02/07/2024 | 1.47% | 67.50 % | 68.50 % | 200,000 | 200,000 | 121,842 | 121,842 | 82,234 USD | 83,452 USD | 100.00% | 100.00% |