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% | 100.60 % | 101.10 % | 500,000 | 500,000 | 144,862 | 144,862 | 145,763 USD | 146,492 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,130 | 145,130 | 146,023 USD | 146,752 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,888 | 144,888 | 145,177 USD | 145,906 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,560 | 145,560 | 145,414 USD | 146,144 USD | 99.49% | 99.49% |
09/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 144,997 | 144,997 | 145,141 USD | 145,870 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 100.10 % | 100.60 % | 490,000 | 500,000 | 144,669 | 145,094 | 144,813 USD | 145,968 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,009 | 145,009 | 145,154 USD | 145,883 USD | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.10 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,050 USD | 50,300 USD | 99.46% | 99.46% |
03/07/2024 | 0.51% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,129 | 145,129 | 145,274 USD | 146,003 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,136 | 145,136 | 145,230 USD | 145,959 USD | 100.00% | 100.00% |