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 | 1.53% | 98.70 % | 99.50 % | 500,000 | 500,000 | 148,271 | 148,271 | 146,644 USD | 148,198 USD | 100.00% | 100.00% |
12/07/2024 | 1.55% | 98.30 % | 99.10 % | 500,000 | 500,000 | 148,301 | 148,301 | 145,506 USD | 147,060 USD | 100.00% | 100.00% |
11/07/2024 | 1.77% | 97.80 % | 98.80 % | 500,000 | 500,000 | 148,201 | 148,201 | 144,482 USD | 146,331 USD | 99.99% | 99.99% |
10/07/2024 | 1.77% | 96.20 % | 97.20 % | 500,000 | 500,000 | 148,230 | 148,230 | 143,263 USD | 145,112 USD | 100.00% | 100.00% |
09/07/2024 | 1.56% | 97.40 % | 98.20 % | 500,000 | 500,000 | 146,726 | 146,726 | 143,080 USD | 144,623 USD | 99.58% | 99.58% |
08/07/2024 | 1.53% | 98.50 % | 99.30 % | 500,000 | 500,000 | 148,197 | 148,197 | 146,667 USD | 148,220 USD | 100.00% | 100.00% |
05/07/2024 | 1.71% | 100.70 % | 101.70 % | 500,000 | 500,000 | 148,218 | 148,218 | 149,192 USD | 151,042 USD | 100.00% | 100.00% |
04/07/2024 | 1.65% | 100.40 % | 101.80 % | 50,000 | 50,000 | 49,914 | 49,914 | 50,061 USD | 50,892 USD | 99.45% | 99.45% |
03/07/2024 | 1.53% | 99.00 % | 99.80 % | 500,000 | 500,000 | 148,177 | 148,177 | 147,136 USD | 148,689 USD | 100.00% | 100.00% |
02/07/2024 | 1.73% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,294 | 148,294 | 147,014 USD | 148,864 USD | 99.99% | 99.99% |