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% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,010 USD | 509,004 USD | 97.89% | 97.89% |
12/07/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,110 USD | 509,053 USD | 99.02% | 99.02% |
11/07/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,140 USD | 508,570 USD | 93.72% | 93.72% |
10/07/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,830 USD | 508,915 USD | 85.81% | 85.81% |
09/07/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,090 USD | 508,545 USD | 99.35% | 99.35% |
08/07/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,060 USD | 509,028 USD | 97.36% | 97.36% |
05/07/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,870 USD | 509,433 USD | 96.71% | 96.71% |
04/07/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,500 USD | 509,750 USD | 99.35% | 99.35% |
03/07/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,820 USD | 508,910 USD | 97.35% | 97.35% |
02/07/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,970 USD | 507,985 USD | 94.45% | 94.45% |