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 | 1.11% | 89.55 % | 90.55 % | 100,000 | 100,000 | 18,678 | 18,678 | 16,654 USD | 16,841 USD | 91.52% | 91.52% |
12/07/2024 | 1.11% | 90.10 % | 91.10 % | 100,000 | 100,000 | 24,814 | 24,814 | 22,207 USD | 22,455 USD | 99.95% | 99.95% |
11/07/2024 | 1.13% | 89.10 % | 90.10 % | 100,000 | 100,000 | 25,209 | 25,209 | 22,306 USD | 22,558 USD | 99.12% | 99.12% |
10/07/2024 | 1.14% | 86.25 % | 87.25 % | 100,000 | 100,000 | 24,883 | 24,883 | 21,650 USD | 21,899 USD | 95.59% | 95.59% |
09/07/2024 | 1.11% | 89.50 % | 90.50 % | 100,000 | 100,000 | 25,705 | 25,705 | 23,010 USD | 23,267 USD | 88.41% | 88.41% |
08/07/2024 | 1.08% | 89.85 % | 90.85 % | 100,000 | 100,000 | 22,827 | 22,827 | 20,839 USD | 21,067 USD | 96.66% | 96.66% |
05/07/2024 | 1.08% | 92.00 % | 93.00 % | 100,000 | 100,000 | 27,960 | 27,960 | 25,756 USD | 26,036 USD | 90.10% | 90.10% |
04/07/2024 | 1.08% | 91.90 % | 92.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,202 USD | 9,302 USD | 99.47% | 99.47% |
03/07/2024 | 1.08% | 91.45 % | 92.45 % | 100,000 | 100,000 | 14,628 | 14,628 | 13,460 USD | 13,607 USD | 99.67% | 99.67% |
02/07/2024 | 1.08% | 92.10 % | 93.10 % | 100,000 | 100,000 | 24,715 | 24,715 | 22,689 USD | 22,936 USD | 100.00% | 100.00% |