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 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,132 | 145,132 | 143,712 USD | 144,441 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,130 | 145,130 | 143,511 USD | 144,240 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,123 | 145,123 | 143,251 USD | 143,980 USD | 100.00% | 100.00% |
10/07/2024 | 0.53% | 98.60 % | 99.10 % | 500,000 | 500,000 | 144,711 | 144,711 | 142,776 USD | 143,505 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,137 | 145,137 | 143,460 USD | 144,189 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,149 | 145,149 | 143,773 USD | 144,502 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,276 | 145,276 | 143,354 USD | 144,083 USD | 99.86% | 99.86% |
04/07/2024 | 0.51% | 98.70 % | 99.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,303 USD | 49,553 USD | 99.46% | 99.46% |
03/07/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,136 | 145,136 | 143,973 USD | 144,702 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,142 | 145,142 | 143,507 USD | 144,236 USD | 100.00% | 100.00% |