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 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,050 USD | 506,026 USD | 99.35% | 99.35% |
12/07/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,500 USD | 505,752 USD | 99.35% | 99.35% |
11/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,840 USD | 505,421 USD | 97.70% | 97.70% |
10/07/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,370 USD | 505,684 USD | 99.04% | 99.04% |
09/07/2024 | 0.50% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,770 USD | 505,884 USD | 98.50% | 98.50% |
08/07/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,050 USD | 507,026 USD | 97.84% | 97.84% |
05/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,340 USD | 506,669 USD | 96.45% | 96.45% |
04/07/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,020 USD | 506,510 USD | 96.08% | 96.08% |
03/07/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,210 USD | 506,105 USD | 98.88% | 98.88% |
02/07/2024 | 0.50% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,060 USD | 506,031 USD | 99.26% | 99.26% |