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 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 147,831 | 147,831 | 152,051 USD | 153,236 USD | 100.00% | 100.00% |
12/07/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 149,865 | 149,865 | 153,659 USD | 155,158 USD | 98.35% | 98.35% |
11/07/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,989 | 147,989 | 151,782 USD | 153,263 USD | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 148,257 | 148,257 | 152,112 USD | 153,298 USD | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 146,636 | 146,636 | 150,448 USD | 151,622 USD | 99.59% | 99.59% |
08/07/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,161 | 148,161 | 151,925 USD | 153,406 USD | 100.00% | 100.00% |
05/07/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,118 | 148,118 | 151,907 USD | 153,389 USD | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.60 % | 103.40 % | 50,000 | 50,000 | 48,768 | 48,768 | 49,998 USD | 50,393 USD | 99.45% | 99.45% |
03/07/2024 | 0.81% | 102.60 % | 103.40 % | 500,000 | 500,000 | 146,226 | 146,226 | 150,020 USD | 151,198 USD | 100.00% | 100.00% |
02/07/2024 | 1.01% | 102.20 % | 103.20 % | 500,000 | 500,000 | 146,981 | 146,981 | 150,140 USD | 151,618 USD | 99.29% | 99.29% |