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 | 1.19% | 88.70 % | 89.51 % | 500,000 | 500,000 | 148,277 | 148,277 | 131,138 USD | 132,465 USD | 99.99% | 99.99% |
12/07/2024 | 2.49% | 87.00 % | 88.00 % | 500,000 | 500,000 | 148,267 | 148,267 | 129,657 USD | 131,747 USD | 100.00% | 100.00% |
11/07/2024 | 1.41% | 87.10 % | 88.10 % | 500,000 | 500,000 | 147,608 | 147,608 | 128,482 USD | 130,081 USD | 100.00% | 100.00% |
10/07/2024 | 1.17% | 89.10 % | 89.91 % | 500,000 | 500,000 | 148,244 | 147,786 | 131,914 USD | 132,824 USD | 100.00% | 100.00% |
09/07/2024 | 1.18% | 88.60 % | 89.41 % | 500,000 | 500,000 | 146,289 | 146,289 | 129,709 USD | 131,015 USD | 99.59% | 99.59% |
08/07/2024 | 1.38% | 89.60 % | 90.60 % | 500,000 | 500,000 | 148,102 | 148,102 | 132,649 USD | 134,253 USD | 100.00% | 100.00% |
05/07/2024 | 1.36% | 89.50 % | 90.50 % | 500,000 | 500,000 | 148,206 | 148,206 | 132,815 USD | 134,414 USD | 100.00% | 100.00% |
04/07/2024 | 1.21% | 90.00 % | 90.81 % | 50,000 | 50,000 | 46,361 | 46,361 | 41,828 USD | 42,326 USD | 99.46% | 99.46% |
03/07/2024 | 1.18% | 89.90 % | 90.71 % | 500,000 | 500,000 | 148,307 | 148,307 | 133,038 USD | 134,365 USD | 100.00% | 100.00% |
02/07/2024 | 1.38% | 89.00 % | 90.00 % | 500,000 | 500,000 | 147,653 | 147,653 | 131,740 USD | 133,335 USD | 99.99% | 99.99% |