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 | 1.03% | 96.15 % | 97.15 % | 100,000 | 100,000 | 24,346 | 24,346 | 23,411 USD | 23,655 USD | 98.54% | 98.54% |
12/07/2024 | 1.03% | 96.00 % | 97.00 % | 100,000 | 100,000 | 24,814 | 24,814 | 23,838 USD | 24,087 USD | 99.95% | 99.95% |
11/07/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 25,209 | 25,209 | 24,233 USD | 24,485 USD | 99.12% | 99.12% |
10/07/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 24,883 | 24,883 | 23,896 USD | 24,145 USD | 95.59% | 95.59% |
09/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 25,705 | 25,705 | 24,636 USD | 24,893 USD | 88.41% | 88.41% |
08/07/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,074 USD | 22,304 USD | 97.31% | 97.31% |
05/07/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 27,960 | 27,960 | 26,779 USD | 27,059 USD | 90.10% | 90.10% |
04/07/2024 | 1.04% | 95.80 % | 96.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,584 USD | 9,684 USD | 98.85% | 98.85% |
03/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 13,621 | 13,621 | 13,046 USD | 13,182 USD | 63.78% | 63.78% |
02/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 27,415 | 27,415 | 26,289 USD | 26,564 USD | 51.38% | 51.38% |