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% | 110.40 % | 110.80 % | 250,000 | 250,000 | 72,411 | 72,411 | 79,929 USD | 80,220 USD | 99.99% | 99.99% |
12/07/2024 | 0.38% | 110.10 % | 110.50 % | 250,000 | 250,000 | 72,542 | 72,542 | 79,695 USD | 79,987 USD | 99.99% | 99.99% |
11/07/2024 | 0.38% | 109.40 % | 109.80 % | 250,000 | 250,000 | 72,420 | 72,420 | 79,535 USD | 79,826 USD | 99.99% | 99.99% |
10/07/2024 | 0.37% | 109.90 % | 110.30 % | 250,000 | 250,000 | 72,774 | 72,774 | 79,969 USD | 80,261 USD | 99.49% | 99.49% |
09/07/2024 | 0.38% | 109.40 % | 109.80 % | 250,000 | 250,000 | 72,490 | 72,490 | 79,366 USD | 79,658 USD | 100.00% | 100.00% |
08/07/2024 | 0.38% | 109.30 % | 109.70 % | 250,000 | 250,000 | 72,541 | 72,541 | 79,182 USD | 79,474 USD | 100.00% | 100.00% |
05/07/2024 | 0.38% | 109.00 % | 109.40 % | 250,000 | 250,000 | 72,497 | 72,497 | 78,963 USD | 79,255 USD | 100.00% | 100.00% |
04/07/2024 | 0.37% | 108.50 % | 108.90 % | 25,000 | 25,000 | 25,000 | 25,000 | 27,146 USD | 27,246 USD | 99.46% | 99.46% |
03/07/2024 | 0.38% | 108.40 % | 108.80 % | 250,000 | 250,000 | 72,559 | 72,559 | 78,614 USD | 78,905 USD | 100.00% | 100.00% |
02/07/2024 | 0.38% | 108.20 % | 108.60 % | 250,000 | 250,000 | 72,562 | 72,562 | 78,242 USD | 78,534 USD | 100.00% | 100.00% |