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% | 98.45 % | 99.45 % | 100,000 | 100,000 | 24,346 | 24,346 | 23,971 USD | 24,215 USD | 98.55% | 98.55% |
12/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,322 USD | 99,322 USD | 9.80% | 9.80% |
11/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 25,209 | 25,209 | 24,758 USD | 25,011 USD | 99.12% | 99.12% |
10/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,437 USD | 24,686 USD | 95.59% | 95.59% |
09/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,269 USD | 25,526 USD | 88.41% | 88.41% |
08/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,641 USD | 22,871 USD | 97.31% | 97.31% |
05/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,502 USD | 27,782 USD | 90.10% | 90.10% |
04/07/2024 | 1.01% | 98.35 % | 99.35 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,837 USD | 9,937 USD | 99.47% | 99.47% |
03/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,393 USD | 14,539 USD | 99.67% | 99.67% |
02/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,267 USD | 24,514 USD | 100.00% | 100.00% |