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% | 100.40 % | 101.20 % | 500,000 | 500,000 | 490,642 | 490,642 | 493,818 USD | 497,789 USD | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,050 USD | 508,050 USD | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 495,098 | 495,098 | 497,670 USD | 501,654 USD | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,794 USD | 499,794 USD | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,919 USD | 499,919 USD | 99.59% | 99.59% |
08/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,106 USD | 499,106 USD | 100.00% | 100.00% |
05/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,540 USD | 498,540 USD | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 498,908 | 498,908 | 492,840 USD | 496,836 USD | 99.45% | 99.45% |
03/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,566 USD | 499,566 USD | 100.00% | 100.00% |
02/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,100 USD | 500,100 USD | 100.00% | 100.00% |