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 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,140 USD | 505,072 USD | 99.35% | 99.35% |
12/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,980 USD | 504,990 USD | 99.35% | 99.35% |
11/07/2024 | 0.49% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,940 USD | 506,972 USD | 98.77% | 98.77% |
10/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,610 USD | 507,307 USD | 99.35% | 99.35% |
09/07/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,730 USD | 506,863 USD | 99.34% | 99.34% |
08/07/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,300 USD | 507,651 USD | 99.35% | 99.35% |
05/07/2024 | 0.49% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,510 USD | 506,757 USD | 99.35% | 99.35% |
04/07/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,000 USD | 506,498 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,090 USD | 506,046 USD | 99.35% | 99.35% |
02/07/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,970 USD | 505,486 USD | 99.35% | 99.35% |