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 | 1.38% | 86.90 % | 88.00 % | 500,000 | 500,000 | 145,141 | 145,141 | 126,848 USD | 128,495 USD | 100.00% | 100.00% |
12/07/2024 | 1.35% | 88.70 % | 89.70 % | 500,000 | 500,000 | 145,142 | 145,142 | 128,246 USD | 129,785 USD | 100.00% | 100.00% |
11/07/2024 | 1.47% | 88.20 % | 89.20 % | 500,000 | 500,000 | 145,121 | 145,121 | 127,134 USD | 128,754 USD | 100.00% | 100.00% |
10/07/2024 | 1.48% | 86.20 % | 87.30 % | 500,000 | 500,000 | 145,125 | 145,125 | 125,847 USD | 127,532 USD | 100.00% | 100.00% |
09/07/2024 | 1.56% | 88.70 % | 89.90 % | 500,000 | 500,000 | 145,132 | 145,132 | 128,790 USD | 130,603 USD | 100.00% | 100.00% |
08/07/2024 | 0.59% | 88.80 % | 89.80 % | 500,000 | 500,000 | 145,139 | 145,139 | 131,130 USD | 132,258 USD | 100.00% | 100.00% |
05/07/2024 | 0.49% | 91.70 % | 92.00 % | 500,000 | 500,000 | 145,222 | 145,222 | 133,072 USD | 133,793 USD | 99.84% | 99.84% |
04/07/2024 | 1.37% | 91.40 % | 92.50 % | 50,000 | 50,000 | 49,914 | 49,914 | 45,474 USD | 46,103 USD | 99.45% | 99.45% |
03/07/2024 | 0.76% | 90.70 % | 91.80 % | 500,000 | 500,000 | 145,140 | 145,140 | 132,456 USD | 133,687 USD | 100.00% | 100.00% |
02/07/2024 | 0.53% | 91.60 % | 91.90 % | 500,000 | 500,000 | 145,147 | 145,147 | 132,447 USD | 133,372 USD | 100.00% | 100.00% |