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 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 27,102 | 27,102 | 26,743 USD | 27,014 USD | 74.13% | 74.13% |
12/07/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 41,739 | 41,739 | 41,159 USD | 41,576 USD | 40.27% | 40.27% |
11/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 27,957 | 27,957 | 27,530 USD | 27,810 USD | 54.41% | 54.41% |
10/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 31,291 | 31,291 | 30,779 USD | 31,092 USD | 36.07% | 36.07% |
09/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 21,130 | 21,130 | 20,793 USD | 21,004 USD | 42.48% | 42.48% |
08/07/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 24,092 | 24,092 | 23,751 USD | 23,992 USD | 53.36% | 53.36% |
05/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 22,883 | 22,883 | 22,539 USD | 22,768 USD | 72.88% | 72.88% |
04/07/2024 | 1.01% | 98.40 % | 99.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,845 USD | 9,945 USD | 74.34% | 74.34% |
03/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 17,603 | 17,603 | 17,335 USD | 17,511 USD | 60.66% | 60.66% |
02/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 22,535 | 22,535 | 22,192 USD | 22,417 USD | 46.27% | 46.27% |