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% | 98.15 % | 99.15 % | 100,000 | 100,000 | 29,573 | 29,573 | 29,047 USD | 29,342 USD | 37.42% | 37.42% |
12/07/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 27,610 | 27,610 | 27,086 USD | 27,362 USD | 45.34% | 45.34% |
11/07/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 26,813 | 26,813 | 26,328 USD | 26,597 USD | 58.88% | 58.88% |
10/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 24,921 | 24,921 | 24,485 USD | 24,735 USD | 34.91% | 34.91% |
09/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 22,173 | 22,173 | 21,785 USD | 22,006 USD | 67.10% | 67.10% |
08/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 25,896 | 25,896 | 25,444 USD | 25,703 USD | 35.90% | 35.90% |
05/07/2024 | 1.02% | 98.10 % | 99.10 % | 100,000 | 100,000 | 21,427 | 21,427 | 21,011 USD | 21,225 USD | 71.91% | 71.91% |
04/07/2024 | 1.02% | 97.90 % | 98.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,793 USD | 9,893 USD | 54.03% | 54.03% |
03/07/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 14,858 | 14,858 | 14,564 USD | 14,712 USD | 65.77% | 65.77% |
02/07/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 25,821 | 25,821 | 25,257 USD | 25,516 USD | 52.63% | 52.63% |