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 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 20,786 | 20,786 | 21,093 USD | 21,301 USD | 39.86% | 39.86% |
12/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 47,393 | 47,393 | 48,050 USD | 48,524 USD | 25.87% | 25.87% |
11/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 16,131 | 16,131 | 16,353 USD | 16,514 USD | 79.92% | 79.92% |
10/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 23,211 | 23,211 | 23,527 USD | 23,759 USD | 74.38% | 74.38% |
09/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 22,309 | 22,309 | 22,621 USD | 22,844 USD | 45.28% | 45.28% |
08/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 27,503 | 27,503 | 27,889 USD | 28,164 USD | 28.30% | 28.30% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 88,828 | 88,828 | 89,984 USD | 90,873 USD | 14.62% | 14.62% |
04/07/2024 | 0.98% | 101.10 % | 102.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,120 USD | 10,220 USD | 42.30% | 42.30% |
03/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 15,887 | 15,887 | 16,077 USD | 16,236 USD | 31.08% | 31.08% |
02/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 18,555 | 18,555 | 18,761 USD | 18,946 USD | 72.46% | 72.46% |