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 | 0.97% | 99.35 % | 100.30 % | 100,000 | 100,000 | 24,348 | 24,348 | 24,196 USD | 24,430 USD | 98.53% | 98.53% |
12/07/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,665 USD | 24,913 USD | 99.95% | 99.95% |
11/07/2024 | 0.96% | 99.40 % | 100.40 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,064 USD | 25,310 USD | 99.12% | 99.12% |
10/07/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 25,079 | 25,079 | 24,935 USD | 25,188 USD | 94.35% | 94.35% |
09/07/2024 | 1.02% | 99.45 % | 100.40 % | 100,000 | 100,000 | 16,380 | 16,380 | 16,292 USD | 16,462 USD | 78.45% | 78.45% |
08/07/2024 | 1.02% | 99.45 % | 100.50 % | 100,000 | 100,000 | 30,544 | 30,544 | 30,395 USD | 30,712 USD | 61.60% | 61.60% |
05/07/2024 | 1.02% | 99.60 % | 100.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,958 USD | 10,060 USD | 69.84% | 69.84% |
04/07/2024 | 1.01% | 99.55 % | 100.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,959 USD | 10,060 USD | 88.81% | 88.81% |
03/07/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 11,519 | 11,519 | 11,470 USD | 11,588 USD | 88.44% | 88.44% |
02/07/2024 | 1.03% | 99.60 % | 100.60 % | 100,000 | 100,000 | 24,661 | 24,661 | 24,554 USD | 24,809 USD | 99.93% | 99.93% |