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 | 0.79% | 101.70 % | 102.50 % | 500,000 | 500,000 | 147,824 | 147,824 | 150,239 USD | 151,424 USD | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 149,858 | 149,858 | 150,657 USD | 152,156 USD | 98.35% | 98.35% |
11/07/2024 | 0.99% | 101.40 % | 102.40 % | 500,000 | 500,000 | 147,990 | 147,990 | 150,186 USD | 151,667 USD | 100.00% | 100.00% |
10/07/2024 | 0.76% | 104.60 % | 105.40 % | 500,000 | 500,000 | 148,248 | 148,248 | 155,001 USD | 156,188 USD | 100.00% | 100.00% |
09/07/2024 | 0.77% | 104.80 % | 105.60 % | 500,000 | 500,000 | 146,649 | 146,649 | 153,362 USD | 154,536 USD | 99.59% | 99.59% |
08/07/2024 | 0.96% | 104.30 % | 105.30 % | 500,000 | 500,000 | 148,161 | 148,161 | 154,366 USD | 155,848 USD | 100.00% | 100.00% |
05/07/2024 | 0.95% | 104.50 % | 105.50 % | 500,000 | 500,000 | 148,111 | 148,111 | 154,689 USD | 156,171 USD | 100.00% | 100.00% |
04/07/2024 | 0.78% | 104.80 % | 105.60 % | 50,000 | 50,000 | 48,768 | 48,768 | 51,079 USD | 51,474 USD | 99.45% | 99.45% |
03/07/2024 | 0.79% | 105.00 % | 105.80 % | 500,000 | 500,000 | 146,274 | 146,274 | 153,444 USD | 154,623 USD | 100.00% | 100.00% |
02/07/2024 | 1.00% | 104.60 % | 105.60 % | 500,000 | 500,000 | 146,978 | 146,978 | 153,005 USD | 154,483 USD | 99.29% | 99.29% |