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% | 100.30 % | 100.80 % | 500,000 | 100,000 | 145,132 | 29,026 | 145,567 USD | 29,259 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,895 | 144,895 | 145,474 USD | 146,203 USD | 100.00% | 100.00% |
11/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,121 | 145,121 | 145,701 USD | 146,430 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,859 | 144,859 | 145,438 USD | 146,167 USD | 100.00% | 100.00% |
09/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,706 USD | 146,436 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,148 | 145,148 | 145,729 USD | 146,458 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,275 | 145,275 | 145,856 USD | 146,586 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 100.40 % | 100.90 % | 50,000 | 50,000 | 49,957 | 49,957 | 50,157 USD | 50,407 USD | 99.45% | 99.45% |
03/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,141 | 145,141 | 145,721 USD | 146,451 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,145 | 145,145 | 145,726 USD | 146,455 USD | 100.00% | 100.00% |