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 | 0.45% | 109.90 % | 110.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,670 USD | 552,170 USD | 100.00% | 100.00% |
12/07/2024 | 0.45% | 109.83 % | 110.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,127 USD | 551,627 USD | 78.76% | 78.76% |
11/07/2024 | 0.45% | 109.91 % | 110.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,744 USD | 553,244 USD | 100.00% | 100.00% |
10/07/2024 | 0.45% | 110.04 % | 110.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,610 USD | 553,110 USD | 94.72% | 94.72% |
09/07/2024 | 0.45% | 110.15 % | 110.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,630 USD | 553,130 USD | 97.77% | 97.77% |
08/07/2024 | 0.45% | 110.07 % | 110.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,749 USD | 553,249 USD | 99.79% | 99.79% |
05/07/2024 | 0.45% | 110.08 % | 110.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,325 USD | 552,825 USD | 100.00% | 100.00% |
04/07/2024 | 0.45% | 110.07 % | 110.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,360 USD | 552,860 USD | 98.27% | 98.27% |
03/07/2024 | 0.45% | 109.92 % | 110.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,921 USD | 552,421 USD | 100.00% | 100.00% |
02/07/2024 | 0.45% | 109.80 % | 110.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,516 USD | 551,016 USD | 100.00% | 100.00% |