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 | 1.13% | 86.95 % | 87.95 % | 100,000 | 100,000 | 24,375 | 24,375 | 21,219 USD | 21,463 USD | 98.35% | 98.35% |
12/07/2024 | 1.15% | 87.10 % | 88.10 % | 100,000 | 100,000 | 24,814 | 24,814 | 21,451 USD | 21,699 USD | 99.95% | 99.95% |
11/07/2024 | 1.17% | 85.40 % | 86.40 % | 100,000 | 100,000 | 25,003 | 25,003 | 21,329 USD | 21,579 USD | 98.79% | 98.79% |
10/07/2024 | 1.16% | 85.05 % | 86.05 % | 100,000 | 100,000 | 24,883 | 24,883 | 21,312 USD | 21,560 USD | 95.59% | 95.59% |
09/07/2024 | 1.13% | 86.70 % | 87.70 % | 100,000 | 100,000 | 25,705 | 25,705 | 22,471 USD | 22,728 USD | 88.41% | 88.41% |
08/07/2024 | 1.11% | 88.80 % | 89.80 % | 100,000 | 100,000 | 23,006 | 23,006 | 20,533 USD | 20,763 USD | 97.31% | 97.31% |
05/07/2024 | 1.11% | 89.30 % | 90.30 % | 100,000 | 100,000 | 27,960 | 27,960 | 24,988 USD | 25,267 USD | 90.10% | 90.10% |
04/07/2024 | 1.11% | 89.75 % | 90.75 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,981 USD | 9,081 USD | 99.47% | 99.47% |
03/07/2024 | 1.10% | 89.65 % | 90.65 % | 100,000 | 100,000 | 14,628 | 14,628 | 13,169 USD | 13,316 USD | 99.67% | 99.67% |
02/07/2024 | 1.10% | 90.00 % | 91.00 % | 100,000 | 100,000 | 24,715 | 24,715 | 22,260 USD | 22,507 USD | 100.00% | 100.00% |