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 | 0.83% | 98.10 % | 98.91 % | 500,000 | 500,000 | 148,036 | 148,036 | 145,090 USD | 146,290 USD | 100.00% | 100.00% |
12/07/2024 | 1.02% | 98.50 % | 99.50 % | 500,000 | 500,000 | 148,245 | 148,245 | 145,716 USD | 147,199 USD | 100.00% | 100.00% |
11/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 147,912 | 147,912 | 144,807 USD | 146,288 USD | 100.00% | 100.00% |
10/07/2024 | 0.82% | 98.30 % | 99.11 % | 500,000 | 500,000 | 148,170 | 148,170 | 145,606 USD | 146,807 USD | 100.00% | 100.00% |
09/07/2024 | 0.82% | 98.80 % | 99.61 % | 500,000 | 500,000 | 146,583 | 146,583 | 145,010 USD | 146,198 USD | 99.58% | 99.58% |
08/07/2024 | 1.02% | 98.80 % | 99.80 % | 500,000 | 500,000 | 147,564 | 147,564 | 145,734 USD | 147,212 USD | 100.00% | 100.00% |
05/07/2024 | 1.02% | 98.20 % | 99.20 % | 500,000 | 500,000 | 148,054 | 148,054 | 144,827 USD | 146,308 USD | 100.00% | 100.00% |
04/07/2024 | 0.83% | 97.70 % | 98.51 % | 50,000 | 50,000 | 49,821 | 49,821 | 48,701 USD | 49,106 USD | 99.45% | 99.45% |
03/07/2024 | 0.83% | 97.70 % | 98.51 % | 500,000 | 500,000 | 148,187 | 148,187 | 144,729 USD | 145,929 USD | 100.00% | 100.00% |
02/07/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 148,257 | 148,257 | 143,970 USD | 145,453 USD | 100.00% | 100.00% |