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 | 1.16% | 85.45 % | 86.45 % | 100,000 | 100,000 | 24,346 | 24,346 | 20,793 USD | 21,037 USD | 98.55% | 98.55% |
12/07/2024 | 1.16% | 86.40 % | 87.40 % | 100,000 | 100,000 | 24,814 | 24,814 | 21,370 USD | 21,618 USD | 99.95% | 99.95% |
11/07/2024 | 1.16% | 85.75 % | 86.75 % | 100,000 | 100,000 | 25,209 | 25,209 | 21,647 USD | 21,899 USD | 99.12% | 99.12% |
10/07/2024 | 1.16% | 84.90 % | 85.90 % | 100,000 | 100,000 | 24,883 | 24,883 | 21,138 USD | 21,387 USD | 95.59% | 95.59% |
09/07/2024 | 1.18% | 83.55 % | 84.55 % | 100,000 | 100,000 | 26,310 | 26,310 | 22,048 USD | 22,311 USD | 85.13% | 85.13% |
08/07/2024 | 1.17% | 84.35 % | 85.35 % | 100,000 | 100,000 | 23,006 | 23,006 | 19,460 USD | 19,690 USD | 97.31% | 97.31% |
05/07/2024 | 1.17% | 84.50 % | 85.50 % | 100,000 | 100,000 | 27,960 | 27,960 | 23,600 USD | 23,879 USD | 90.10% | 90.10% |
04/07/2024 | 1.17% | 84.90 % | 85.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,486 USD | 8,586 USD | 99.47% | 99.47% |
03/07/2024 | 1.17% | 85.15 % | 86.15 % | 100,000 | 100,000 | 14,628 | 14,628 | 12,451 USD | 12,597 USD | 99.67% | 99.67% |
02/07/2024 | 1.18% | 84.65 % | 85.65 % | 100,000 | 100,000 | 24,735 | 24,735 | 20,927 USD | 21,175 USD | 99.86% | 99.86% |