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 | 0.95% | 104.20 % | 105.20 % | 100,000 | 100,000 | 22,430 | 22,430 | 23,408 USD | 23,632 USD | 37.80% | 37.80% |
12/07/2024 | 0.95% | 104.30 % | 105.30 % | 100,000 | 100,000 | 43,449 | 43,449 | 45,343 USD | 45,778 USD | 24.50% | 24.50% |
11/07/2024 | 0.96% | 104.10 % | 105.10 % | 100,000 | 100,000 | 25,867 | 25,867 | 26,863 USD | 27,122 USD | 37.52% | 37.52% |
10/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 27,898 | 27,898 | 28,914 USD | 29,193 USD | 51.19% | 51.19% |
09/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 22,543 | 22,543 | 23,350 USD | 23,575 USD | 38.64% | 38.64% |
08/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 35,388 | 35,388 | 36,697 USD | 37,051 USD | 12.46% | 12.46% |
05/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 22,153 | 22,153 | 22,975 USD | 23,196 USD | 48.44% | 48.44% |
04/07/2024 | 0.96% | 103.60 % | 104.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,360 USD | 10,460 USD | 78.93% | 78.93% |
03/07/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 11,182 | 11,182 | 11,599 USD | 11,711 USD | 62.89% | 62.89% |
02/07/2024 | 0.96% | 104.10 % | 105.10 % | 100,000 | 100,000 | 24,252 | 24,252 | 25,248 USD | 25,490 USD | 74.47% | 74.47% |