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 | 0.47% | 107.11 % | 107.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,316 USD | 537,816 USD | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,887 USD | 536,387 USD | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.97 % | 107.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,660 USD | 537,160 USD | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,610 USD | 537,110 USD | 94.72% | 94.72% |
09/07/2024 | 0.47% | 106.86 % | 107.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,945 USD | 536,445 USD | 97.77% | 97.77% |
08/07/2024 | 0.47% | 106.75 % | 107.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,643 USD | 536,143 USD | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.70 % | 107.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,008 USD | 536,508 USD | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.89 % | 107.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,170 USD | 536,670 USD | 98.25% | 98.25% |
03/07/2024 | 0.47% | 106.81 % | 107.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,379 USD | 536,879 USD | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.65 % | 107.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,133 USD | 535,633 USD | 100.00% | 100.00% |