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 | 0.52% | 94.30 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,492 USD | 476,697 USD | 99.38% | 99.38% |
12/07/2024 | 0.52% | 94.45 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,932 USD | 476,919 USD | 99.38% | 99.38% |
11/07/2024 | 0.53% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,378 USD | 477,189 USD | 99.37% | 99.37% |
10/07/2024 | 0.52% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,615 USD | 476,796 USD | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,248 USD | 478,624 USD | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,177 USD | 481,588 USD | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,084 USD | 478,036 USD | 99.37% | 99.37% |
04/07/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,125 USD | 478,563 USD | 99.38% | 99.38% |
03/07/2024 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,619 USD | 479,309 USD | 99.38% | 99.38% |
02/07/2024 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,385 USD | 479,692 USD | 99.38% | 99.38% |