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 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,319 USD | 499,160 USD | 94.74% | 94.74% |
12/07/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,826 USD | 496,413 USD | 99.35% | 99.35% |
11/07/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,103 USD | 495,552 USD | 99.35% | 99.35% |
10/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,998 USD | 495,999 USD | 99.36% | 99.36% |
09/07/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,920 USD | 497,960 USD | 98.12% | 98.12% |
08/07/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,020 USD | 500,010 USD | 99.35% | 99.35% |
05/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,603 USD | 499,802 USD | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,622 USD | 499,811 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,061 USD | 499,530 USD | 99.35% | 99.35% |
02/07/2024 | 0.51% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,518 USD | 496,259 USD | 99.35% | 99.35% |