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% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,380 USD | 534,880 USD | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.36 % | 106.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,478 USD | 533,978 USD | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.24 % | 106.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,345 USD | 532,845 USD | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.01 % | 106.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,829 USD | 533,329 USD | 94.73% | 94.73% |
09/07/2024 | 0.47% | 106.16 % | 106.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,816 USD | 533,316 USD | 97.75% | 97.75% |
08/07/2024 | 0.47% | 106.06 % | 106.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,149 USD | 533,649 USD | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.37 % | 106.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,588 USD | 534,088 USD | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.33 % | 106.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,724 USD | 534,224 USD | 98.25% | 98.25% |
03/07/2024 | 0.47% | 106.33 % | 106.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,996 USD | 533,496 USD | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.98 % | 106.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,514 USD | 532,014 USD | 100.00% | 100.00% |