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 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 24,346 | 24,346 | 23,921 USD | 24,165 USD | 98.55% | 98.55% |
12/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,368 USD | 24,617 USD | 99.95% | 99.95% |
11/07/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 25,210 | 25,210 | 24,740 USD | 24,992 USD | 99.12% | 99.12% |
10/07/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,355 USD | 24,604 USD | 95.59% | 95.59% |
09/07/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 99,948 | 99,948 | 97,803 USD | 98,802 USD | 15.43% | 88.41% |
08/07/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,543 USD | 22,773 USD | 97.31% | 97.31% |
05/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 27,378 | 27,378 | 26,861 USD | 27,135 USD | 89.38% | 89.38% |
04/07/2024 | 1.01% | 98.10 % | 99.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,814 USD | 9,914 USD | 99.47% | 99.47% |
03/07/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,347 USD | 14,493 USD | 99.67% | 99.67% |
02/07/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,196 USD | 24,444 USD | 100.00% | 100.00% |