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 | 0.40% | 105.00 % | 105.40 % | 500,000 | 500,000 | 144,604 | 144,604 | 151,833 USD | 152,417 USD | 100.00% | 100.00% |
12/07/2024 | 0.39% | 105.00 % | 105.40 % | 500,000 | 500,000 | 145,067 | 145,067 | 152,258 USD | 152,841 USD | 100.00% | 100.00% |
11/07/2024 | 0.40% | 105.00 % | 105.40 % | 500,000 | 500,000 | 144,671 | 144,671 | 151,870 USD | 152,454 USD | 100.00% | 100.00% |
10/07/2024 | 0.39% | 104.90 % | 105.30 % | 500,000 | 500,000 | 145,143 | 145,143 | 152,255 USD | 152,838 USD | 100.00% | 100.00% |
09/07/2024 | 0.39% | 104.90 % | 105.30 % | 500,000 | 500,000 | 145,069 | 145,069 | 152,184 USD | 152,768 USD | 100.00% | 100.00% |
08/07/2024 | 0.39% | 104.90 % | 105.30 % | 500,000 | 500,000 | 145,120 | 145,120 | 152,212 USD | 152,795 USD | 100.00% | 100.00% |
05/07/2024 | 0.40% | 104.80 % | 105.20 % | 500,000 | 500,000 | 144,949 | 144,949 | 151,906 USD | 152,490 USD | 100.00% | 100.00% |
04/07/2024 | 0.38% | 104.80 % | 105.20 % | 50,000 | 50,000 | 49,778 | 49,778 | 52,167 USD | 52,367 USD | 99.46% | 99.46% |
03/07/2024 | 0.40% | 104.80 % | 105.20 % | 500,000 | 500,000 | 145,014 | 145,014 | 151,880 USD | 152,463 USD | 100.00% | 100.00% |
02/07/2024 | 0.40% | 104.70 % | 105.10 % | 500,000 | 500,000 | 144,943 | 144,943 | 151,755 USD | 152,339 USD | 100.00% | 100.00% |