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 | 0.47% | 94.65 % | 95.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,500 USD | 475,500 USD | 99.37% | 99.37% |
12/07/2024 | 0.47% | 94.60 % | 95.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,000 USD | 475,250 USD | 99.37% | 99.37% |
11/07/2024 | 0.47% | 94.60 % | 95.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,000 USD | 475,250 USD | 98.74% | 98.74% |
10/07/2024 | 0.47% | 94.55 % | 95.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,500 USD | 475,000 USD | 99.37% | 99.37% |
09/07/2024 | 0.47% | 94.55 % | 95.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,500 USD | 475,000 USD | 99.38% | 99.38% |
08/07/2024 | 0.48% | 94.50 % | 94.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,000 USD | 474,750 USD | 99.37% | 99.37% |
05/07/2024 | 0.48% | 94.50 % | 94.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,000 USD | 474,750 USD | 99.38% | 99.38% |
04/07/2024 | 0.48% | 94.50 % | 94.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,000 USD | 474,750 USD | 99.38% | 99.38% |
03/07/2024 | 0.48% | 94.50 % | 94.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,000 USD | 474,750 USD | 99.38% | 99.38% |
02/07/2024 | 0.48% | 94.45 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 944,500 USD | 474,500 USD | 99.38% | 99.38% |