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 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,141 | 145,141 | 145,579 USD | 146,308 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,033 | 145,033 | 145,078 USD | 145,807 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 100.10 % | 100.60 % | 500,000 | 500,000 | 145,070 | 145,070 | 145,076 USD | 145,807 USD | 99.51% | 99.51% |
10/07/2024 | 0.51% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,622 | 145,622 | 145,456 USD | 146,185 USD | 99.49% | 99.49% |
09/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,054 | 145,054 | 144,395 USD | 145,124 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,023 | 145,023 | 144,342 USD | 145,071 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,159 | 145,159 | 144,973 USD | 145,703 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 99.50 % | 100.00 % | 50,000 | 50,000 | 49,862 | 49,862 | 49,579 USD | 49,829 USD | 99.46% | 99.46% |
03/07/2024 | 0.54% | 99.80 % | 100.30 % | 500,000 | 500,000 | 144,043 | 144,043 | 143,362 USD | 144,090 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,928 | 144,928 | 143,195 USD | 143,924 USD | 100.00% | 100.00% |