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% | 106.12 % | 106.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,075 USD | 532,575 USD | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,452 USD | 531,952 USD | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.94 % | 106.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,304 USD | 531,804 USD | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,603 USD | 531,103 USD | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.57 % | 106.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,284 USD | 529,784 USD | 97.77% | 97.77% |
08/07/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,864 USD | 529,364 USD | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,043 USD | 529,543 USD | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.44 % | 105.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,120 USD | 529,620 USD | 98.27% | 98.27% |
03/07/2024 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,340 USD | 528,840 USD | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.06 % | 105.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,239 USD | 527,739 USD | 100.00% | 100.00% |