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 | 0.83% | 100.40 % | 101.20 % | 500,000 | 500,000 | 144,154 | 144,154 | 144,727 USD | 145,889 USD | 99.84% | 99.84% |
12/07/2024 | 1.03% | 99.90 % | 100.90 % | 500,000 | 500,000 | 146,372 | 146,372 | 145,994 USD | 147,465 USD | 98.26% | 98.26% |
11/07/2024 | 1.03% | 99.90 % | 100.90 % | 500,000 | 500,000 | 144,841 | 144,841 | 144,816 USD | 146,272 USD | 100.00% | 100.00% |
10/07/2024 | 0.83% | 100.00 % | 100.80 % | 500,000 | 500,000 | 145,055 | 145,055 | 145,110 USD | 146,278 USD | 100.00% | 100.00% |
09/07/2024 | 0.83% | 100.20 % | 101.00 % | 500,000 | 500,000 | 145,252 | 145,252 | 145,325 USD | 146,495 USD | 99.67% | 99.67% |
08/07/2024 | 1.03% | 100.10 % | 101.10 % | 500,000 | 500,000 | 145,074 | 145,074 | 144,942 USD | 146,400 USD | 100.00% | 100.00% |
05/07/2024 | 1.03% | 99.80 % | 100.80 % | 500,000 | 500,000 | 144,998 | 144,998 | 144,764 USD | 146,222 USD | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.90 % | 100.70 % | 50,000 | 50,000 | 48,967 | 48,967 | 48,887 USD | 49,283 USD | 99.45% | 99.45% |
03/07/2024 | 0.86% | 99.90 % | 100.70 % | 500,000 | 500,000 | 143,171 | 143,171 | 142,903 USD | 144,064 USD | 100.00% | 100.00% |
02/07/2024 | 1.08% | 99.10 % | 100.10 % | 500,000 | 500,000 | 143,235 | 143,235 | 141,854 USD | 143,302 USD | 99.16% | 99.16% |