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 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 24,354 | 24,354 | 24,120 USD | 24,365 USD | 98.49% | 98.49% |
12/07/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,561 USD | 24,808 USD | 99.95% | 99.95% |
11/07/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 25,209 | 25,209 | 24,964 USD | 25,215 USD | 99.12% | 99.12% |
10/07/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,632 USD | 24,882 USD | 95.59% | 95.59% |
09/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,389 USD | 25,646 USD | 88.41% | 88.41% |
08/07/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,713 USD | 22,943 USD | 97.31% | 97.31% |
05/07/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,671 USD | 27,951 USD | 90.10% | 90.10% |
04/07/2024 | 1.01% | 98.85 % | 99.85 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,882 USD | 9,982 USD | 99.47% | 99.47% |
03/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,440 USD | 14,587 USD | 99.67% | 99.67% |
02/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,302 USD | 24,549 USD | 100.00% | 100.00% |