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 | 0.49% | 102.55 % | 103.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,500 USD | 515,250 USD | 98.48% | 98.48% |
12/07/2024 | 0.49% | 102.60 % | 103.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,000 USD | 515,500 USD | 98.03% | 98.03% |
11/07/2024 | 0.49% | 102.60 % | 103.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,000 USD | 515,500 USD | 98.14% | 98.14% |
10/07/2024 | 0.49% | 102.65 % | 103.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,500 USD | 515,752 USD | 99.19% | 99.19% |
09/07/2024 | 0.49% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,000 USD | 516,000 USD | 99.35% | 99.35% |
08/07/2024 | 0.49% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,010 USD | 516,003 USD | 99.35% | 99.35% |
05/07/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,500 USD | 516,249 USD | 99.35% | 99.35% |
04/07/2024 | 0.48% | 102.85 % | 103.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,500 USD | 516,750 USD | 99.35% | 99.35% |
03/07/2024 | 0.48% | 102.85 % | 103.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,500 USD | 516,750 USD | 99.35% | 99.35% |
02/07/2024 | 0.48% | 102.90 % | 103.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,970 USD | 516,984 USD | 99.35% | 99.35% |