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 | 0.88% | 90.90 % | 91.70 % | 500,000 | 500,000 | 148,186 | 148,186 | 134,475 USD | 135,661 USD | 100.00% | 100.00% |
12/07/2024 | 1.09% | 91.80 % | 92.80 % | 500,000 | 500,000 | 152,077 | 152,077 | 139,375 USD | 140,897 USD | 92.85% | 92.85% |
11/07/2024 | 1.09% | 92.20 % | 93.20 % | 500,000 | 500,000 | 149,320 | 149,320 | 137,445 USD | 138,939 USD | 98.67% | 98.67% |
10/07/2024 | 0.83% | 94.70 % | 95.50 % | 500,000 | 500,000 | 146,774 | 146,774 | 139,645 USD | 140,819 USD | 99.58% | 99.58% |
09/07/2024 | 0.83% | 95.40 % | 96.20 % | 500,000 | 500,000 | 146,729 | 146,729 | 140,671 USD | 141,844 USD | 99.59% | 99.59% |
08/07/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 148,311 | 148,311 | 143,056 USD | 144,539 USD | 100.00% | 100.00% |
05/07/2024 | 1.04% | 96.20 % | 97.20 % | 500,000 | 500,000 | 148,223 | 148,223 | 142,567 USD | 144,049 USD | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.40 % | 97.20 % | 50,000 | 50,000 | 49,611 | 49,611 | 47,774 USD | 48,172 USD | 98.64% | 98.64% |
03/07/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 148,261 | 148,261 | 143,018 USD | 144,204 USD | 100.00% | 100.00% |
02/07/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 148,124 | 148,124 | 141,617 USD | 143,098 USD | 99.98% | 99.98% |