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 | 0.49% | 102.37 % | 102.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,753 USD | 514,253 USD | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.27 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,786 USD | 514,286 USD | 78.49% | 78.49% |
11/07/2024 | 0.49% | 102.14 % | 102.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,442 USD | 511,942 USD | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.14 % | 102.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,016 USD | 512,516 USD | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.82 % | 102.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,813 USD | 512,313 USD | 97.76% | 97.76% |
08/07/2024 | 0.49% | 102.38 % | 102.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,169 USD | 514,669 USD | 99.79% | 99.79% |
05/07/2024 | 0.49% | 102.49 % | 102.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,834 USD | 516,334 USD | 100.00% | 100.00% |
04/07/2024 | 0.48% | 102.91 % | 103.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,379 USD | 516,879 USD | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.68 % | 103.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,676 USD | 516,176 USD | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,719 USD | 516,219 USD | 100.00% | 100.00% |