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 | 0.84% | 97.00 % | 97.81 % | 500,000 | 500,000 | 147,358 | 147,358 | 143,106 USD | 144,304 USD | 100.00% | 100.00% |
12/07/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 148,182 | 148,182 | 143,044 USD | 144,526 USD | 100.00% | 100.00% |
11/07/2024 | 1.04% | 96.10 % | 97.10 % | 500,000 | 500,000 | 147,676 | 147,676 | 142,126 USD | 143,605 USD | 100.00% | 100.00% |
10/07/2024 | 0.85% | 95.40 % | 96.21 % | 500,000 | 500,000 | 148,187 | 148,187 | 141,224 USD | 142,424 USD | 100.00% | 100.00% |
09/07/2024 | 0.85% | 94.20 % | 95.01 % | 500,000 | 500,000 | 146,776 | 146,776 | 138,972 USD | 140,161 USD | 99.59% | 99.59% |
08/07/2024 | 1.04% | 94.90 % | 95.90 % | 500,000 | 500,000 | 148,305 | 148,305 | 141,134 USD | 142,618 USD | 100.00% | 100.00% |
05/07/2024 | 1.05% | 95.00 % | 96.00 % | 500,000 | 500,000 | 148,201 | 148,201 | 140,420 USD | 141,902 USD | 99.99% | 99.99% |
04/07/2024 | 0.85% | 95.20 % | 96.01 % | 50,000 | 50,000 | 49,891 | 49,891 | 47,433 USD | 47,837 USD | 99.46% | 99.46% |
03/07/2024 | 0.85% | 95.00 % | 95.81 % | 500,000 | 500,000 | 148,290 | 148,290 | 141,472 USD | 142,674 USD | 100.00% | 100.00% |
02/07/2024 | 1.04% | 94.80 % | 95.80 % | 500,000 | 500,000 | 148,296 | 148,296 | 141,210 USD | 142,693 USD | 100.00% | 100.00% |