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 | 0.35% | 120.20 % | 120.60 % | 250,000 | 250,000 | 72,350 | 72,350 | 86,816 USD | 87,108 USD | 99.99% | 99.99% |
12/07/2024 | 0.36% | 116.90 % | 117.30 % | 250,000 | 250,000 | 73,166 | 73,166 | 84,472 USD | 84,766 USD | 98.25% | 98.25% |
11/07/2024 | 0.35% | 120.30 % | 120.70 % | 250,000 | 250,000 | 72,295 | 72,295 | 87,381 USD | 87,672 USD | 99.93% | 99.93% |
10/07/2024 | 0.34% | 120.20 % | 120.60 % | 250,000 | 250,000 | 72,520 | 72,520 | 87,210 USD | 87,501 USD | 100.00% | 100.00% |
09/07/2024 | 0.35% | 119.70 % | 120.10 % | 250,000 | 250,000 | 72,440 | 72,440 | 86,072 USD | 86,364 USD | 99.99% | 99.99% |
08/07/2024 | 0.35% | 119.30 % | 119.70 % | 250,000 | 250,000 | 72,530 | 72,530 | 85,545 USD | 85,837 USD | 100.00% | 100.00% |
05/07/2024 | 0.35% | 117.40 % | 117.80 % | 250,000 | 250,000 | 72,465 | 72,465 | 85,099 USD | 85,390 USD | 99.99% | 99.99% |
04/07/2024 | 0.36% | 117.30 % | 117.70 % | 25,000 | 25,000 | 24,463 | 24,463 | 28,578 USD | 28,678 USD | 99.45% | 99.45% |
03/07/2024 | 0.39% | 116.20 % | 116.60 % | 250,000 | 250,000 | 71,506 | 71,506 | 82,635 USD | 82,926 USD | 99.98% | 99.98% |
02/07/2024 | 0.42% | 111.80 % | 112.20 % | 250,000 | 250,000 | 71,497 | 71,497 | 78,565 USD | 78,856 USD | 99.13% | 99.13% |