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 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,469 USD | 514,969 USD | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,142 USD | 514,642 USD | 78.75% | 78.75% |
11/07/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,677 USD | 514,177 USD | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.21 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,083 USD | 513,583 USD | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,048 USD | 513,548 USD | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.21 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,834 USD | 514,334 USD | 99.78% | 99.78% |
05/07/2024 | 0.49% | 102.21 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,772 USD | 513,272 USD | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.13 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,683 USD | 513,183 USD | 98.25% | 98.25% |
03/07/2024 | 0.49% | 102.09 % | 102.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,656 USD | 514,156 USD | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.27 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,246 USD | 513,746 USD | 100.00% | 100.00% |