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 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 30,046 | 30,046 | 29,552 USD | 29,852 USD | 38.19% | 38.19% |
12/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 22,065 | 22,065 | 21,680 USD | 21,900 USD | 65.85% | 65.85% |
11/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 46,892 | 46,892 | 46,103 USD | 46,572 USD | 19.53% | 19.53% |
10/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 24,581 | 24,581 | 24,196 USD | 24,442 USD | 56.25% | 56.25% |
09/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 27,437 | 27,437 | 27,019 USD | 27,293 USD | 27.50% | 27.50% |
08/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 29,307 | 29,307 | 28,895 USD | 29,188 USD | 30.30% | 30.30% |
05/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 23,671 | 23,671 | 23,326 USD | 23,562 USD | 58.23% | 58.23% |
04/07/2024 | 1.01% | 98.45 % | 99.45 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,845 USD | 9,945 USD | 67.18% | 67.18% |
03/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 18,135 | 18,135 | 17,843 USD | 18,024 USD | 31.89% | 31.89% |
02/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 25,660 | 25,660 | 25,225 USD | 25,482 USD | 60.63% | 60.63% |