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 | 0.51% | 106.35 % | 106.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,465 USD | 538,215 USD | 99.37% | 99.37% |
12/07/2024 | 0.51% | 107.10 % | 107.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,015 USD | 535,765 USD | 99.38% | 99.38% |
11/07/2024 | 0.52% | 106.05 % | 106.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,948 USD | 531,698 USD | 99.37% | 99.37% |
10/07/2024 | 0.48% | 104.75 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,678 USD | 523,178 USD | 99.38% | 99.38% |
09/07/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,605 USD | 524,105 USD | 99.38% | 99.38% |
08/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,072 USD | 522,572 USD | 99.36% | 99.36% |
05/07/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,569 USD | 523,069 USD | 99.35% | 99.35% |
04/07/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,557 USD | 522,057 USD | 99.17% | 99.17% |
03/07/2024 | 0.48% | 103.75 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,391 USD | 520,891 USD | 99.17% | 99.17% |
02/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,114 USD | 517,614 USD | 98.67% | 98.67% |