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 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 499,966 | 984,701 USD | 494,817 USD | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,578 USD | 493,789 USD | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,726 USD | 492,863 USD | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,240 USD | 491,620 USD | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,414 USD | 490,207 USD | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,357 USD | 492,178 USD | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,879 USD | 487,439 USD | 99.38% | 99.38% |
04/07/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,928 USD | 487,464 USD | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,480 USD | 491,240 USD | 99.05% | 99.05% |
02/07/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,621 USD | 491,810 USD | 99.20% | 99.20% |