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 | 0.49% | 102.45 % | 102.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,230 USD | 516,115 USD | 82.93% | 82.93% |
12/07/2024 | 0.49% | 102.35 % | 102.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,840 USD | 514,921 USD | 74.46% | 74.46% |
11/07/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022,350 USD | 513,676 USD | 58.83% | 58.83% |
10/07/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,220 USD | 515,112 USD | 67.04% | 67.04% |
09/07/2024 | 0.48% | 102.80 % | 103.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,031,160 USD | 518,080 USD | 65.30% | 65.30% |
08/07/2024 | 0.49% | 102.85 % | 103.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,290 USD | 516,147 USD | 72.08% | 72.08% |
05/07/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,450 USD | 514,723 USD | 58.13% | 58.13% |
04/07/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,000 USD | 514,500 USD | 15.53% | 15.53% |
03/07/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,850 USD | 516,423 USD | 69.03% | 69.03% |
02/07/2024 | 0.48% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,850 USD | 516,927 USD | 59.31% | 59.31% |