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% | 91.35 % | 91.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 912,243 USD | 458,371 USD | 84.53% | 94.59% |
12/07/2024 | 0.49% | 91.25 % | 91.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 914,678 USD | 459,589 USD | 87.00% | 99.35% |
11/07/2024 | - | 90.90 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.17% |
10/07/2024 | - | 88.65 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 98.25% |
09/07/2024 | - | 88.00 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 97.67% |
08/07/2024 | - | 89.90 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 97.78% |
05/07/2024 | - | 90.15 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 98.81% |
04/07/2024 | - | 90.65 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.35% |
03/07/2024 | - | 89.80 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 97.51% |
02/07/2024 | - | 89.80 % | - % | 1,000,000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.35% |