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 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,676 USD | 492,838 USD | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,748 USD | 490,874 USD | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,238 USD | 489,619 USD | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,025 USD | 489,012 USD | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,986 USD | 489,493 USD | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,115 USD | 489,058 USD | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,909 USD | 488,955 USD | 99.38% | 99.38% |
04/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,064 USD | 489,532 USD | 99.38% | 99.38% |
03/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,769 USD | 488,385 USD | 99.38% | 99.38% |
02/07/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,123 USD | 488,061 USD | 99.22% | 99.22% |