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 | 1.42% | 113.50 % | 113.90 % | 250,000 | 250,000 | 72,565 | 72,565 | 82,278 USD | 82,868 USD | 99.99% | 99.99% |
12/07/2024 | 1.41% | 113.10 % | 113.50 % | 250,000 | 250,000 | 72,556 | 72,556 | 82,085 USD | 82,673 USD | 100.00% | 100.00% |
11/07/2024 | 1.40% | 113.30 % | 113.70 % | 250,000 | 250,000 | 72,547 | 72,547 | 82,496 USD | 83,085 USD | 99.98% | 99.98% |
10/07/2024 | 1.41% | 113.80 % | 114.20 % | 250,000 | 250,000 | 72,546 | 72,546 | 82,596 USD | 83,185 USD | 99.99% | 99.99% |
09/07/2024 | 1.41% | 113.80 % | 114.20 % | 250,000 | 250,000 | 72,567 | 72,567 | 82,610 USD | 83,199 USD | 100.00% | 100.00% |
08/07/2024 | 1.23% | 113.80 % | 114.00 % | 250,000 | 250,000 | 72,559 | 72,559 | 82,520 USD | 82,964 USD | 100.00% | 100.00% |
05/07/2024 | 1.41% | 113.80 % | 114.20 % | 250,000 | 250,000 | 72,557 | 72,557 | 82,433 USD | 83,022 USD | 100.00% | 100.00% |
04/07/2024 | 1.63% | 113.20 % | 114.80 % | 25,000 | 25,000 | 25,000 | 25,000 | 28,283 USD | 28,749 USD | 99.45% | 99.45% |
03/07/2024 | 1.42% | 113.10 % | 113.50 % | 250,000 | 250,000 | 72,559 | 72,559 | 81,953 USD | 82,542 USD | 100.00% | 100.00% |
02/07/2024 | 1.43% | 112.60 % | 113.00 % | 250,000 | 250,000 | 72,562 | 72,562 | 81,519 USD | 82,108 USD | 100.00% | 100.00% |