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 | 1.05% | 94.90 % | 95.90 % | 100,000 | 100,000 | 27,899 | 27,899 | 26,428 USD | 26,707 USD | 49.75% | 49.75% |
12/07/2024 | 1.05% | 94.70 % | 95.70 % | 100,000 | 100,000 | 25,503 | 25,503 | 24,132 USD | 24,387 USD | 62.26% | 62.26% |
11/07/2024 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 24,616 | 24,616 | 23,475 USD | 23,721 USD | 51.90% | 51.90% |
10/07/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 28,361 | 28,361 | 27,049 USD | 27,333 USD | 48.45% | 48.45% |
09/07/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 20,814 | 20,814 | 19,900 USD | 20,109 USD | 58.92% | 58.92% |
08/07/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 21,567 | 21,567 | 20,629 USD | 20,845 USD | 55.77% | 55.77% |
05/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 32,433 | 32,433 | 30,990 USD | 31,315 USD | 44.67% | 44.67% |
04/07/2024 | 1.05% | 95.20 % | 96.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,518 USD | 9,618 USD | 55.90% | 55.90% |
03/07/2024 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 13,510 | 13,510 | 12,845 USD | 12,980 USD | 56.76% | 56.76% |
02/07/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 27,542 | 27,542 | 26,085 USD | 26,361 USD | 46.65% | 46.65% |