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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 499,927 | 499,927 | 510,164 USD | 514,163 USD | 100.00% | 100.00% |
12/07/2024 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,448 USD | 513,448 USD | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 497,585 | 497,585 | 507,122 USD | 512,108 USD | 99.99% | 99.99% |
10/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 499,033 | 499,033 | 507,830 USD | 511,826 USD | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 498,763 | 498,763 | 507,550 USD | 511,546 USD | 99.59% | 99.59% |
08/07/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 499,857 | 499,857 | 507,829 USD | 512,828 USD | 99.10% | 99.10% |
05/07/2024 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 497,337 | 497,337 | 501,334 USD | 506,318 USD | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.70 % | 101.50 % | 500,000 | 500,000 | 495,329 | 495,329 | 499,470 USD | 503,452 USD | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 497,896 | 497,896 | 501,945 USD | 505,937 USD | 100.00% | 100.00% |
02/07/2024 | 1.01% | 99.40 % | 100.40 % | 500,000 | 500,000 | 497,452 | 497,452 | 492,582 USD | 497,566 USD | 100.00% | 100.00% |