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 | 1.46% | 104.90 % | 105.70 % | 500,000 | 500,000 | 147,951 | 147,951 | 155,198 USD | 156,747 USD | 100.00% | 100.00% |
12/07/2024 | 1.45% | 104.80 % | 105.60 % | 500,000 | 500,000 | 148,311 | 148,311 | 155,390 USD | 156,943 USD | 100.00% | 100.00% |
11/07/2024 | 1.64% | 104.70 % | 105.70 % | 500,000 | 500,000 | 148,029 | 148,029 | 155,076 USD | 156,922 USD | 100.00% | 100.00% |
10/07/2024 | 1.64% | 104.80 % | 105.80 % | 500,000 | 500,000 | 148,194 | 148,194 | 155,308 USD | 157,156 USD | 100.00% | 100.00% |
09/07/2024 | 1.46% | 104.90 % | 105.70 % | 500,000 | 500,000 | 146,666 | 146,666 | 153,852 USD | 155,393 USD | 99.59% | 99.59% |
08/07/2024 | 1.45% | 104.90 % | 105.70 % | 500,000 | 500,000 | 148,268 | 148,268 | 155,528 USD | 157,081 USD | 100.00% | 100.00% |
05/07/2024 | 1.64% | 104.70 % | 105.70 % | 500,000 | 500,000 | 148,144 | 148,144 | 155,066 USD | 156,913 USD | 100.00% | 100.00% |
04/07/2024 | 1.58% | 104.70 % | 106.10 % | 50,000 | 50,000 | 49,745 | 49,745 | 52,082 USD | 52,910 USD | 99.39% | 99.39% |
03/07/2024 | 1.45% | 104.70 % | 105.50 % | 500,000 | 500,000 | 148,263 | 148,263 | 155,232 USD | 156,785 USD | 100.00% | 100.00% |
02/07/2024 | 1.65% | 104.70 % | 105.70 % | 500,000 | 500,000 | 148,179 | 148,179 | 154,990 USD | 156,838 USD | 100.00% | 100.00% |