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 | 1.04% | 99.35 % | 100.40 % | 100,000 | 100,000 | 31,764 | 31,764 | 31,571 USD | 31,899 USD | 59.76% | 59.76% |
12/07/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 32,272 | 32,272 | 32,048 USD | 32,377 USD | 61.98% | 61.98% |
11/07/2024 | 1.03% | 99.50 % | 100.50 % | 100,000 | 100,000 | 26,514 | 26,514 | 26,409 USD | 26,681 USD | 61.04% | 61.04% |
10/07/2024 | 1.02% | 99.60 % | 100.60 % | 100,000 | 100,000 | 36,453 | 36,453 | 36,312 USD | 36,679 USD | 36.78% | 36.78% |
09/07/2024 | 1.01% | 99.55 % | 100.50 % | 100,000 | 100,000 | 93,298 | 93,298 | 92,837 USD | 93,776 USD | 9.24% | 9.24% |
08/07/2024 | 1.03% | 99.55 % | 100.50 % | 100,000 | 100,000 | 21,604 | 21,604 | 21,510 USD | 21,735 USD | 49.18% | 49.18% |
05/07/2024 | 1.03% | 99.50 % | 100.50 % | 100,000 | 100,000 | 26,479 | 26,479 | 26,420 USD | 26,688 USD | 44.33% | 44.33% |
04/07/2024 | 1.00% | 99.80 % | 100.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,980 USD | 10,080 USD | 70.25% | 70.25% |
03/07/2024 | 1.03% | 99.55 % | 100.50 % | 100,000 | 100,000 | 12,039 | 12,039 | 12,015 USD | 12,140 USD | 40.01% | 40.01% |
02/07/2024 | 1.04% | 99.35 % | 100.40 % | 100,000 | 100,000 | 30,957 | 30,957 | 30,789 USD | 31,111 USD | 34.95% | 34.95% |