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 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,500 USD | 501,750 USD | 92.09% | 92.09% |
12/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 USD | 502,000 USD | 90.59% | 90.59% |
11/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 USD | 502,000 USD | 98.92% | 98.92% |
10/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 USD | 502,000 USD | 99.26% | 99.26% |
09/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 USD | 502,000 USD | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,000 USD | 502,000 USD | 98.88% | 98.88% |
05/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 99.38% | 99.38% |
04/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 90.97% | 90.97% |
02/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,000 USD | 502,500 USD | 99.38% | 99.38% |