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 | 1.08% | 91.50 % | 92.50 % | 100,000 | 100,000 | 24,348 | 24,348 | 22,340 USD | 22,584 USD | 98.53% | 98.53% |
12/07/2024 | 1.09% | 91.50 % | 92.50 % | 100,000 | 100,000 | 24,814 | 24,814 | 22,755 USD | 23,003 USD | 99.95% | 99.95% |
11/07/2024 | 1.10% | 90.50 % | 91.50 % | 100,000 | 100,000 | 25,209 | 25,209 | 22,859 USD | 23,111 USD | 99.12% | 99.12% |
10/07/2024 | 1.12% | 89.65 % | 90.65 % | 100,000 | 100,000 | 24,883 | 24,883 | 22,292 USD | 22,541 USD | 95.59% | 95.59% |
09/07/2024 | 1.12% | 87.55 % | 88.55 % | 100,000 | 100,000 | 25,705 | 25,705 | 22,662 USD | 22,919 USD | 88.41% | 88.41% |
08/07/2024 | 1.11% | 89.45 % | 90.45 % | 100,000 | 100,000 | 23,006 | 23,006 | 20,597 USD | 20,827 USD | 97.31% | 97.31% |
05/07/2024 | 1.12% | 89.00 % | 90.00 % | 100,000 | 100,000 | 27,960 | 27,960 | 24,824 USD | 25,104 USD | 90.10% | 90.10% |
04/07/2024 | 1.12% | 88.30 % | 89.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,860 USD | 8,960 USD | 99.47% | 99.47% |
03/07/2024 | 1.12% | 88.60 % | 89.60 % | 100,000 | 100,000 | 14,628 | 14,628 | 12,980 USD | 13,126 USD | 99.67% | 99.67% |
02/07/2024 | 1.11% | 88.55 % | 89.55 % | 100,000 | 100,000 | 24,715 | 24,715 | 22,024 USD | 22,271 USD | 100.00% | 100.00% |