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% | 106.05 % | 106.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,732 USD | 536,482 USD | 99.37% | 99.37% |
12/07/2024 | 0.52% | 106.90 % | 107.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,560 USD | 534,310 USD | 99.38% | 99.38% |
11/07/2024 | 0.52% | 105.70 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,201 USD | 529,951 USD | 99.37% | 99.37% |
10/07/2024 | 0.48% | 104.40 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,819 USD | 521,319 USD | 99.39% | 99.39% |
09/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,537 USD | 522,037 USD | 99.38% | 99.38% |
08/07/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,975 USD | 520,475 USD | 99.37% | 99.37% |
05/07/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,508 USD | 521,008 USD | 99.35% | 99.35% |
04/07/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,421 USD | 519,921 USD | 99.17% | 99.17% |
03/07/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,867 USD | 518,367 USD | 99.17% | 99.17% |
02/07/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,784 USD | 514,284 USD | 98.67% | 98.67% |