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 | 1.53% | 99.50 % | 100.30 % | 500,000 | 100,000 | 148,139 | 29,628 | 147,398 USD | 29,790 USD | 100.00% | 100.00% |
12/07/2024 | 1.53% | 99.40 % | 100.20 % | 500,000 | 100,000 | 148,319 | 29,664 | 147,354 USD | 29,782 USD | 100.00% | 100.00% |
11/07/2024 | 1.73% | 99.30 % | 100.30 % | 500,000 | 100,000 | 148,022 | 29,604 | 146,996 USD | 29,768 USD | 100.00% | 100.00% |
10/07/2024 | 1.74% | 99.50 % | 100.50 % | 500,000 | 100,000 | 147,379 | 29,476 | 146,640 USD | 29,696 USD | 100.00% | 100.00% |
09/07/2024 | 1.53% | 99.70 % | 100.50 % | 500,000 | 100,000 | 146,681 | 29,336 | 146,240 USD | 29,556 USD | 99.59% | 99.59% |
08/07/2024 | 1.53% | 99.60 % | 100.40 % | 500,000 | 100,000 | 148,329 | 29,666 | 147,736 USD | 29,858 USD | 100.00% | 100.00% |
05/07/2024 | 1.75% | 99.40 % | 100.40 % | 500,000 | 100,000 | 146,350 | 29,270 | 145,468 USD | 29,457 USD | 100.00% | 100.00% |
04/07/2024 | 1.66% | 99.40 % | 100.80 % | 50,000 | 10,000 | 50,000 | 10,000 | 49,654 USD | 10,097 USD | 99.45% | 99.45% |
03/07/2024 | 1.53% | 99.20 % | 100.00 % | 500,000 | 100,000 | 148,236 | 29,647 | 147,050 USD | 29,721 USD | 100.00% | 100.00% |
02/07/2024 | 1.86% | 99.00 % | 100.00 % | 500,000 | 100,000 | 138,702 | 27,740 | 137,282 USD | 27,798 USD | 100.00% | 100.00% |