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 | 0.77% | 104.40 % | 105.20 % | 500,000 | 500,000 | 147,919 | 147,919 | 154,380 USD | 155,565 USD | 100.00% | 100.00% |
12/07/2024 | 0.96% | 104.30 % | 105.30 % | 500,000 | 500,000 | 147,984 | 147,984 | 154,272 USD | 155,753 USD | 100.00% | 100.00% |
11/07/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 148,034 | 148,034 | 154,819 USD | 156,300 USD | 100.00% | 100.00% |
10/07/2024 | 0.76% | 104.90 % | 105.70 % | 500,000 | 500,000 | 148,190 | 148,190 | 155,451 USD | 156,637 USD | 100.00% | 100.00% |
09/07/2024 | 0.76% | 104.90 % | 105.70 % | 500,000 | 500,000 | 146,669 | 146,669 | 153,850 USD | 155,024 USD | 99.59% | 99.59% |
08/07/2024 | 0.95% | 104.60 % | 105.60 % | 500,000 | 500,000 | 148,268 | 148,268 | 155,078 USD | 156,561 USD | 100.00% | 100.00% |
05/07/2024 | 0.95% | 104.70 % | 105.70 % | 500,000 | 500,000 | 148,140 | 148,140 | 155,055 USD | 156,537 USD | 100.00% | 100.00% |
04/07/2024 | 0.77% | 104.20 % | 105.00 % | 50,000 | 50,000 | 49,745 | 49,745 | 51,834 USD | 52,233 USD | 99.39% | 99.39% |
03/07/2024 | 0.76% | 104.30 % | 105.10 % | 500,000 | 500,000 | 149,223 | 149,223 | 155,698 USD | 156,892 USD | 99.03% | 99.03% |
02/07/2024 | 0.95% | 104.50 % | 105.50 % | 500,000 | 500,000 | 148,180 | 148,180 | 154,816 USD | 156,298 USD | 100.00% | 100.00% |