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 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 24,346 | 24,346 | 23,777 USD | 24,020 USD | 98.55% | 98.55% |
12/07/2024 | 1.02% | 98.20 % | 99.20 % | 100,000 | 100,000 | 24,823 | 24,823 | 24,263 USD | 24,512 USD | 99.89% | 99.89% |
11/07/2024 | 1.02% | 97.40 % | 98.40 % | 100,000 | 100,000 | 25,210 | 25,210 | 24,569 USD | 24,821 USD | 99.12% | 99.12% |
10/07/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,339 USD | 24,588 USD | 95.59% | 95.59% |
09/07/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 25,705 | 25,705 | 24,954 USD | 25,211 USD | 88.41% | 88.41% |
08/07/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,214 USD | 22,444 USD | 97.31% | 97.31% |
05/07/2024 | 1.04% | 96.45 % | 97.45 % | 100,000 | 100,000 | 27,960 | 27,960 | 26,838 USD | 27,117 USD | 90.10% | 90.10% |
04/07/2024 | 1.05% | 95.05 % | 96.05 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,511 USD | 9,611 USD | 99.47% | 99.47% |
03/07/2024 | 1.05% | 95.10 % | 96.10 % | 100,000 | 100,000 | 14,628 | 14,628 | 13,912 USD | 14,059 USD | 99.67% | 99.67% |
02/07/2024 | 1.06% | 93.95 % | 94.95 % | 100,000 | 100,000 | 24,745 | 24,745 | 23,195 USD | 23,442 USD | 99.79% | 99.79% |