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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,153 | 144,153 | 144,482 USD | 145,208 USD | 99.84% | 99.84% |
12/07/2024 | 0.52% | 99.70 % | 100.20 % | 500,000 | 500,000 | 146,372 | 146,372 | 145,340 USD | 146,076 USD | 98.26% | 98.26% |
11/07/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 144,811 | 144,811 | 145,087 USD | 145,815 USD | 99.99% | 99.99% |
10/07/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,055 | 145,055 | 145,400 USD | 146,129 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,251 | 145,251 | 145,703 USD | 146,434 USD | 99.67% | 99.67% |
08/07/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,074 | 145,074 | 145,613 USD | 146,342 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,999 | 144,999 | 145,090 USD | 145,819 USD | 100.00% | 100.00% |
04/07/2024 | 0.52% | 99.70 % | 100.20 % | 50,000 | 50,000 | 48,967 | 48,967 | 48,783 USD | 49,032 USD | 99.45% | 99.45% |
03/07/2024 | 0.55% | 99.50 % | 100.00 % | 500,000 | 500,000 | 143,170 | 143,170 | 142,441 USD | 143,168 USD | 100.00% | 100.00% |
02/07/2024 | 0.57% | 98.10 % | 98.60 % | 500,000 | 500,000 | 143,234 | 143,234 | 140,335 USD | 141,063 USD | 99.16% | 99.16% |