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 | 0.48% | 103.35 % | 103.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,033,500 USD | 519,250 USD | 98.94% | 98.94% |
12/07/2024 | 0.48% | 103.35 % | 103.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,033,500 USD | 519,250 USD | 99.07% | 99.07% |
11/07/2024 | 0.48% | 103.30 % | 103.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,033,000 USD | 519,000 USD | 98.55% | 98.55% |
10/07/2024 | 0.48% | 103.30 % | 103.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,033,000 USD | 519,000 USD | 97.99% | 97.99% |
09/07/2024 | 0.48% | 103.25 % | 103.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,500 USD | 518,750 USD | 98.26% | 98.26% |
08/07/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,000 USD | 518,500 USD | 98.96% | 98.96% |
05/07/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,000 USD | 518,500 USD | 99.28% | 99.28% |
04/07/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,000 USD | 518,500 USD | 93.55% | 93.55% |
03/07/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,032,000 USD | 518,500 USD | 99.35% | 99.35% |
02/07/2024 | 0.48% | 103.20 % | 103.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,031,540 USD | 518,270 USD | 99.35% | 99.35% |