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 | 0.67% | 100.10 % | 100.60 % | 500,000 | 100,000 | 145,020 | 29,004 | 145,165 USD | 29,194 USD | 100.00% | 100.00% |
12/07/2024 | 0.63% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,050 | 145,050 | 145,155 USD | 145,942 USD | 100.00% | 100.00% |
11/07/2024 | 0.68% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,940 | 144,940 | 145,000 USD | 145,809 USD | 100.00% | 100.00% |
10/07/2024 | 0.67% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,131 | 145,131 | 145,177 USD | 145,986 USD | 100.00% | 100.00% |
09/07/2024 | 0.64% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,136 | 145,136 | 145,146 USD | 145,936 USD | 100.00% | 100.00% |
08/07/2024 | 0.63% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,140 | 145,140 | 145,225 USD | 146,010 USD | 100.00% | 100.00% |
05/07/2024 | 0.62% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,275 | 145,275 | 145,275 USD | 146,058 USD | 99.86% | 99.86% |
04/07/2024 | 0.64% | 100.00 % | 100.50 % | 50,000 | 50,000 | 49,801 | 49,801 | 49,801 USD | 50,122 USD | 99.45% | 99.45% |
03/07/2024 | 0.62% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,135 | 145,135 | 145,135 USD | 145,917 USD | 100.00% | 100.00% |
02/07/2024 | 0.66% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,145 | 145,145 | 145,145 USD | 145,949 USD | 100.00% | 100.00% |