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 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,422 USD | 484,922 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,738 USD | 488,238 USD | 99.93% | 99.93% |
11/07/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,672 USD | 480,172 USD | 100.00% | 100.00% |
10/07/2024 | 0.53% | 94.65 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,377 USD | 473,877 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 94.60 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,836 USD | 478,336 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,736 USD | 482,236 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,497 USD | 479,997 USD | 100.00% | 100.00% |
04/07/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,290 USD | 478,790 USD | 100.00% | 100.00% |
03/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,471 USD | 482,971 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,885 USD | 481,385 USD | 99.88% | 99.88% |