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 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,052 USD | 502,052 USD | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 499,757 | 499,757 | 498,519 USD | 503,518 USD | 100.00% | 100.00% |
11/07/2024 | 1.01% | 99.30 % | 100.30 % | 500,000 | 500,000 | 497,667 | 497,667 | 493,644 USD | 498,630 USD | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,299 USD | 500,299 USD | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 498,861 | 498,861 | 496,166 USD | 500,162 USD | 99.59% | 99.59% |
08/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 499,694 | 499,694 | 496,320 USD | 501,318 USD | 100.00% | 100.00% |
05/07/2024 | 1.00% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,330 USD | 500,330 USD | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 499,532 | 499,532 | 492,792 USD | 496,790 USD | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,004 USD | 497,004 USD | 100.00% | 100.00% |
02/07/2024 | 1.06% | 100.90 % | 101.90 % | 500,000 | 500,000 | 454,514 | 454,514 | 458,870 USD | 463,602 USD | 100.00% | 100.00% |