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 | 0.38% | 108.20 % | 108.60 % | 250,000 | 250,000 | 72,481 | 72,481 | 78,500 USD | 78,791 USD | 99.98% | 99.98% |
12/07/2024 | 0.38% | 108.20 % | 108.60 % | 250,000 | 250,000 | 72,555 | 72,555 | 78,402 USD | 78,694 USD | 100.00% | 100.00% |
11/07/2024 | 0.38% | 108.40 % | 108.80 % | 250,000 | 250,000 | 72,401 | 72,401 | 79,021 USD | 79,313 USD | 99.98% | 99.98% |
10/07/2024 | 0.38% | 109.00 % | 109.40 % | 250,000 | 250,000 | 72,563 | 72,563 | 79,350 USD | 79,641 USD | 100.00% | 100.00% |
09/07/2024 | 0.38% | 109.50 % | 109.90 % | 250,000 | 250,000 | 72,566 | 72,566 | 79,411 USD | 79,702 USD | 100.00% | 100.00% |
08/07/2024 | 0.38% | 109.30 % | 109.70 % | 250,000 | 250,000 | 72,567 | 72,567 | 79,379 USD | 79,670 USD | 100.00% | 100.00% |
05/07/2024 | 0.38% | 109.10 % | 109.50 % | 250,000 | 250,000 | 72,542 | 72,542 | 79,050 USD | 79,341 USD | 99.99% | 99.99% |
04/07/2024 | 0.37% | 108.70 % | 109.10 % | 25,000 | 25,000 | 24,867 | 24,867 | 26,999 USD | 27,099 USD | 99.39% | 99.39% |
03/07/2024 | 0.38% | 108.50 % | 108.90 % | 250,000 | 250,000 | 72,561 | 72,561 | 78,913 USD | 79,205 USD | 100.00% | 100.00% |
02/07/2024 | 0.38% | 108.30 % | 108.70 % | 250,000 | 250,000 | 72,503 | 72,503 | 78,346 USD | 78,637 USD | 100.00% | 100.00% |