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% | 98.60 % | 99.60 % | 100,000 | 100,000 | 14,415 | 14,415 | 14,218 USD | 14,362 USD | 60.29% | 60.29% |
12/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,444 USD | 99,444 USD | 5.65% | 5.65% |
11/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 27,292 | 27,292 | 26,834 USD | 27,107 USD | 53.90% | 53.90% |
10/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 26,627 | 26,627 | 26,188 USD | 26,454 USD | 49.62% | 49.62% |
09/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 24,851 | 24,851 | 24,481 USD | 24,730 USD | 64.98% | 64.98% |
08/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 25,926 | 25,926 | 25,566 USD | 25,825 USD | 41.13% | 41.13% |
05/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 25,026 | 25,026 | 24,671 USD | 24,921 USD | 48.17% | 48.17% |
04/07/2024 | 1.01% | 98.60 % | 99.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,860 USD | 9,960 USD | 58.14% | 58.14% |
03/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 10,240 | 10,240 | 10,101 USD | 10,203 USD | 57.06% | 57.06% |
02/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 23,512 | 23,512 | 23,123 USD | 23,358 USD | 55.50% | 55.50% |