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 | 0.48% | 104.15 % | 104.65 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,750 USD | 104,650 USD | 40.51% | 40.51% |
12/07/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,500 USD | 104,600 USD | 1.27% | 1.27% |
11/07/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,500 USD | 104,600 USD | 5.59% | 5.59% |
10/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,250 USD | 104,550 USD | 45.01% | 45.01% |
09/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,250 USD | 104,550 USD | 51.18% | 51.18% |
08/07/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,250 USD | 104,550 USD | 38.57% | 38.57% |
05/07/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,000 USD | 104,500 USD | 54.90% | 54.90% |
04/07/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,000 USD | 104,500 USD | 25.14% | 25.14% |
03/07/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 520,000 USD | 104,500 USD | 74.91% | 74.91% |
02/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 100,000 | 500,000 | 100,000 | 519,750 USD | 104,450 USD | 61.68% | 61.68% |