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 | 0.52% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,095 | 145,095 | 145,824 USD | 146,554 USD | 99.81% | 99.81% |
12/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,142 | 145,142 | 145,756 USD | 146,485 USD | 100.00% | 100.00% |
11/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,124 | 145,124 | 145,776 USD | 146,505 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,134 | 145,134 | 145,694 USD | 146,423 USD | 100.00% | 100.00% |
09/07/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,138 | 145,138 | 145,574 USD | 146,303 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,139 | 145,139 | 145,681 USD | 146,410 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 99.80 % | 100.30 % | 500,000 | 500,000 | 145,277 | 145,277 | 144,986 USD | 145,716 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 100.30 % | 100.80 % | 50,000 | 50,000 | 49,982 | 49,982 | 50,132 USD | 50,382 USD | 99.45% | 99.45% |
03/07/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,142 | 145,142 | 145,578 USD | 146,307 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,136 | 145,136 | 145,427 USD | 146,156 USD | 100.00% | 100.00% |