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 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,709 USD | 498,855 USD | 98.32% | 98.32% |
12/07/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,224 USD | 498,612 USD | 92.55% | 92.55% |
11/07/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,671 USD | 497,336 USD | 97.69% | 97.69% |
10/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,090 USD | 498,045 USD | 99.17% | 99.17% |
09/07/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,499 USD | 498,749 USD | 90.49% | 90.49% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,978 USD | 498,489 USD | 99.35% | 99.35% |
05/07/2024 | 0.51% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,972 USD | 495,486 USD | 99.35% | 99.35% |
04/07/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,750 USD | 495,375 USD | 99.35% | 99.35% |
03/07/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,919 USD | 495,960 USD | 99.35% | 99.35% |
02/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,596 USD | 496,298 USD | 99.35% | 99.35% |