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 | 1.63% | 94.30 % | 95.11 % | 500,000 | 500,000 | 148,016 | 148,016 | 139,118 USD | 140,683 USD | 100.00% | 100.00% |
12/07/2024 | 1.63% | 94.10 % | 94.91 % | 500,000 | 500,000 | 147,990 | 147,990 | 139,452 USD | 141,015 USD | 100.00% | 100.00% |
11/07/2024 | 1.85% | 93.20 % | 94.20 % | 500,000 | 500,000 | 147,310 | 147,310 | 137,294 USD | 139,129 USD | 100.00% | 100.00% |
10/07/2024 | 1.83% | 93.50 % | 94.50 % | 500,000 | 500,000 | 148,315 | 148,315 | 139,118 USD | 140,969 USD | 100.00% | 100.00% |
09/07/2024 | 1.63% | 94.20 % | 95.01 % | 500,000 | 500,000 | 146,425 | 146,425 | 137,967 USD | 139,519 USD | 99.59% | 99.59% |
08/07/2024 | 1.62% | 94.20 % | 95.01 % | 500,000 | 500,000 | 148,332 | 148,332 | 139,633 USD | 141,201 USD | 100.00% | 100.00% |
05/07/2024 | 1.83% | 93.90 % | 94.90 % | 500,000 | 500,000 | 147,998 | 147,998 | 139,058 USD | 140,904 USD | 100.00% | 100.00% |
04/07/2024 | 1.81% | 94.30 % | 95.71 % | 50,000 | 50,000 | 46,363 | 46,363 | 43,721 USD | 44,505 USD | 99.45% | 99.45% |
03/07/2024 | 1.62% | 94.50 % | 95.31 % | 500,000 | 500,000 | 147,993 | 147,993 | 139,928 USD | 141,494 USD | 100.00% | 100.00% |
02/07/2024 | 1.83% | 93.60 % | 94.60 % | 500,000 | 500,000 | 148,308 | 148,308 | 139,116 USD | 140,966 USD | 100.00% | 100.00% |