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 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 24,346 | 24,346 | 24,369 USD | 24,613 USD | 98.55% | 98.55% |
12/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,157 USD | 101,157 USD | 9.90% | 9.90% |
11/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,256 USD | 25,508 USD | 99.12% | 99.12% |
10/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,907 USD | 25,156 USD | 95.59% | 95.59% |
09/07/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 25,039 | 25,039 | 25,048 USD | 25,298 USD | 87.62% | 87.62% |
08/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,037 USD | 23,267 USD | 97.31% | 97.31% |
05/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,984 USD | 28,264 USD | 90.10% | 90.10% |
04/07/2024 | 0.99% | 100.10 % | 101.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,010 USD | 10,110 USD | 99.47% | 99.47% |
03/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,639 USD | 14,785 USD | 99.67% | 99.67% |
02/07/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,703 USD | 24,950 USD | 100.00% | 100.00% |