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 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 147,693 | 147,693 | 151,742 USD | 152,926 USD | 100.00% | 100.00% |
12/07/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 148,069 | 148,069 | 152,029 USD | 153,510 USD | 100.00% | 100.00% |
11/07/2024 | 0.98% | 102.10 % | 103.10 % | 500,000 | 500,000 | 147,707 | 147,707 | 151,057 USD | 152,536 USD | 100.00% | 100.00% |
10/07/2024 | 0.75% | 106.20 % | 107.00 % | 500,000 | 500,000 | 148,150 | 148,150 | 157,290 USD | 158,475 USD | 100.00% | 100.00% |
09/07/2024 | 0.76% | 105.30 % | 106.10 % | 500,000 | 500,000 | 146,649 | 146,649 | 154,486 USD | 155,661 USD | 99.59% | 99.59% |
08/07/2024 | 1.05% | 104.60 % | 105.60 % | 500,000 | 500,000 | 140,405 | 140,405 | 146,829 USD | 148,259 USD | 99.51% | 99.51% |
05/07/2024 | 0.96% | 104.40 % | 105.40 % | 500,000 | 500,000 | 147,729 | 147,729 | 153,893 USD | 155,372 USD | 100.00% | 100.00% |
04/07/2024 | 0.78% | 103.80 % | 104.60 % | 50,000 | 50,000 | 49,320 | 49,320 | 51,201 USD | 51,598 USD | 99.45% | 99.45% |
03/07/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 147,942 | 147,942 | 153,471 USD | 154,656 USD | 100.00% | 100.00% |
02/07/2024 | 0.98% | 102.90 % | 103.90 % | 500,000 | 500,000 | 147,792 | 147,792 | 152,000 USD | 153,480 USD | 100.00% | 100.00% |