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 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,350 USD | 507,176 USD | 98.47% | 98.47% |
12/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,630 USD | 506,816 USD | 98.08% | 98.08% |
11/07/2024 | 0.50% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,560 USD | 506,282 USD | 86.02% | 86.02% |
10/07/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,940 USD | 506,972 USD | 99.35% | 99.35% |
09/07/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,340 USD | 508,170 USD | 99.27% | 99.27% |
08/07/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,320 USD | 507,662 USD | 99.35% | 99.35% |
05/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,050 USD | 508,027 USD | 99.35% | 99.35% |
04/07/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,000 USD | 508,000 USD | 99.29% | 99.29% |
03/07/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,910 USD | 506,455 USD | 99.35% | 99.35% |
02/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,540 USD | 505,270 USD | 99.35% | 99.35% |