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 | 0.83% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,204 | 148,204 | 149,727 USD | 150,932 USD | 100.00% | 100.00% |
12/07/2024 | 1.01% | 100.90 % | 101.90 % | 500,000 | 500,000 | 148,309 | 148,309 | 149,609 USD | 151,101 USD | 100.00% | 100.00% |
11/07/2024 | 1.03% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,013 | 148,013 | 148,646 USD | 150,142 USD | 99.99% | 99.99% |
10/07/2024 | 0.83% | 99.90 % | 100.70 % | 500,000 | 500,000 | 148,248 | 148,248 | 148,387 USD | 149,591 USD | 100.00% | 100.00% |
09/07/2024 | 0.83% | 100.40 % | 101.20 % | 500,000 | 500,000 | 146,903 | 146,903 | 147,536 USD | 148,727 USD | 99.58% | 99.58% |
08/07/2024 | 1.05% | 100.60 % | 101.60 % | 500,000 | 500,000 | 146,599 | 146,599 | 147,434 USD | 148,926 USD | 100.00% | 100.00% |
05/07/2024 | 1.03% | 100.10 % | 101.10 % | 500,000 | 500,000 | 148,231 | 148,231 | 148,274 USD | 149,773 USD | 100.00% | 100.00% |
04/07/2024 | 0.83% | 100.10 % | 100.90 % | 50,000 | 50,000 | 49,583 | 49,583 | 49,645 USD | 50,058 USD | 99.45% | 99.45% |
03/07/2024 | 0.83% | 100.10 % | 100.90 % | 500,000 | 500,000 | 148,262 | 148,262 | 148,531 USD | 149,733 USD | 100.00% | 100.00% |
02/07/2024 | 1.02% | 99.90 % | 100.90 % | 500,000 | 500,000 | 148,339 | 148,339 | 148,262 USD | 149,759 USD | 100.00% | 100.00% |