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 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 21,263 | 21,263 | 20,483 USD | 20,696 USD | 68.93% | 68.93% |
12/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 23,356 | 23,356 | 22,429 USD | 22,663 USD | 63.10% | 63.10% |
11/07/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 27,013 | 27,013 | 25,949 USD | 26,219 USD | 59.32% | 59.32% |
10/07/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 27,837 | 27,837 | 27,084 USD | 27,362 USD | 49.63% | 49.63% |
09/07/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 19,547 | 19,547 | 18,991 USD | 19,186 USD | 63.49% | 63.49% |
08/07/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 22,131 | 22,131 | 21,548 USD | 21,769 USD | 60.98% | 60.98% |
05/07/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 30,908 | 30,908 | 30,168 USD | 30,477 USD | 43.34% | 43.34% |
04/07/2024 | 1.02% | 97.65 % | 98.65 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,765 USD | 9,865 USD | 93.64% | 93.64% |
03/07/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 13,249 | 13,249 | 12,953 USD | 13,085 USD | 53.32% | 53.32% |
02/07/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 22,943 | 22,943 | 22,390 USD | 22,620 USD | 53.18% | 53.18% |