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 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 42,198 | 42,198 | 41,689 USD | 42,111 USD | 25.88% | 25.88% |
12/07/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 23,151 | 23,151 | 22,868 USD | 23,099 USD | 54.53% | 54.53% |
11/07/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 20,715 | 20,715 | 20,425 USD | 20,632 USD | 69.43% | 69.43% |
10/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 30,099 | 30,099 | 29,653 USD | 29,954 USD | 61.16% | 61.16% |
09/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 27,041 | 27,041 | 26,662 USD | 26,932 USD | 49.29% | 49.29% |
08/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 39,878 | 39,878 | 39,376 USD | 39,775 USD | 30.50% | 30.50% |
05/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 41,601 | 41,601 | 41,080 USD | 41,496 USD | 32.06% | 32.06% |
04/07/2024 | 1.01% | 98.80 % | 99.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,880 USD | 9,980 USD | 78.18% | 78.18% |
03/07/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 16,669 | 16,669 | 16,468 USD | 16,635 USD | 46.17% | 46.17% |
02/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 25,388 | 25,388 | 25,076 USD | 25,330 USD | 68.06% | 68.06% |