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% | 98.00 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,758 USD | 497,879 USD | 88.59% | 99.35% |
12/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,603 USD | 497,802 USD | 99.35% | 99.35% |
11/07/2024 | 0.51% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,074 USD | 496,037 USD | 18.11% | 96.37% |
10/07/2024 | - | 97.20 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.36% |
09/07/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,322 USD | 493,161 USD | 91.73% | 99.35% |
08/07/2024 | 0.50% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,933 USD | 498,966 USD | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,501 USD | 499,250 USD | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,852 USD | 498,926 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,004 USD | 499,002 USD | 99.35% | 99.35% |
02/07/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,589 USD | 498,294 USD | 99.35% | 99.35% |