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 | 0.39% | 106.80 % | 107.20 % | 250,000 | 250,000 | 72,563 | 72,563 | 77,271 USD | 77,562 USD | 100.00% | 100.00% |
12/07/2024 | 0.39% | 106.40 % | 106.80 % | 250,000 | 250,000 | 72,551 | 72,551 | 77,113 USD | 77,405 USD | 99.98% | 99.98% |
11/07/2024 | 0.38% | 106.50 % | 106.90 % | 250,000 | 250,000 | 72,561 | 72,561 | 77,825 USD | 78,116 USD | 99.99% | 99.99% |
10/07/2024 | 0.38% | 107.20 % | 107.60 % | 250,000 | 250,000 | 72,541 | 72,541 | 77,904 USD | 78,195 USD | 99.99% | 99.99% |
09/07/2024 | 0.38% | 107.60 % | 108.00 % | 250,000 | 250,000 | 72,566 | 72,566 | 78,241 USD | 78,532 USD | 100.00% | 100.00% |
08/07/2024 | 0.38% | 107.90 % | 108.30 % | 250,000 | 250,000 | 72,562 | 72,562 | 78,394 USD | 78,686 USD | 100.00% | 100.00% |
05/07/2024 | 0.38% | 108.00 % | 108.40 % | 250,000 | 250,000 | 72,542 | 72,542 | 78,185 USD | 78,476 USD | 99.99% | 99.99% |
04/07/2024 | 0.37% | 107.30 % | 107.70 % | 25,000 | 25,000 | 25,000 | 25,000 | 26,859 USD | 26,959 USD | 99.45% | 99.45% |
03/07/2024 | 0.39% | 107.30 % | 107.70 % | 250,000 | 250,000 | 73,006 | 73,006 | 78,193 USD | 78,486 USD | 99.02% | 99.02% |
02/07/2024 | 0.39% | 106.70 % | 107.10 % | 250,000 | 250,000 | 72,547 | 72,547 | 77,356 USD | 77,647 USD | 99.99% | 99.99% |