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% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,510 USD | 505,253 USD | 99.35% | 99.35% |
12/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,020 USD | 505,508 USD | 98.68% | 98.68% |
11/07/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,630 USD | 505,317 USD | 98.23% | 98.23% |
10/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,500 USD | 505,750 USD | 99.35% | 99.35% |
09/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,490 USD | 505,744 USD | 98.48% | 98.48% |
08/07/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,500 USD | 505,750 USD | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,750 USD | 505,376 USD | 98.91% | 98.91% |
04/07/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,450 USD | 505,224 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,980 USD | 505,492 USD | 99.35% | 99.35% |
02/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,380 USD | 505,688 USD | 99.35% | 99.35% |