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 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,280 USD | 493,640 USD | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,128 USD | 493,564 USD | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,875 USD | 488,938 USD | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,347 USD | 482,674 USD | 26.23% | 99.38% |
09/07/2024 | 0.52% | 95.45 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,001 USD | 485,500 USD | 79.09% | 99.38% |
08/07/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,498 USD | 489,749 USD | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,761 USD | 488,880 USD | 99.38% | 99.38% |
04/07/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,205 USD | 489,103 USD | 99.38% | 99.38% |
03/07/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,642 USD | 486,821 USD | 97.54% | 97.54% |
02/07/2024 | 0.51% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,425 USD | 487,713 USD | 99.36% | 99.36% |