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 | 0.80% | 101.40 % | 102.20 % | 500,000 | 500,000 | 147,595 | 147,595 | 149,349 USD | 150,532 USD | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 149,934 | 149,934 | 150,098 USD | 151,598 USD | 98.35% | 98.35% |
11/07/2024 | 1.00% | 100.40 % | 101.40 % | 500,000 | 500,000 | 147,991 | 147,991 | 148,581 USD | 150,062 USD | 100.00% | 100.00% |
10/07/2024 | 0.76% | 104.70 % | 105.50 % | 500,000 | 500,000 | 148,304 | 148,304 | 155,533 USD | 156,720 USD | 100.00% | 100.00% |
09/07/2024 | 0.76% | 105.00 % | 105.80 % | 500,000 | 500,000 | 146,562 | 146,562 | 153,649 USD | 154,822 USD | 99.59% | 99.59% |
08/07/2024 | 0.95% | 104.80 % | 105.80 % | 500,000 | 500,000 | 148,302 | 148,302 | 155,447 USD | 156,930 USD | 100.00% | 100.00% |
05/07/2024 | 0.95% | 105.10 % | 106.10 % | 500,000 | 500,000 | 148,111 | 148,111 | 155,344 USD | 156,826 USD | 100.00% | 100.00% |
04/07/2024 | 0.78% | 104.90 % | 105.70 % | 50,000 | 50,000 | 48,967 | 48,967 | 51,349 USD | 51,745 USD | 99.45% | 99.45% |
03/07/2024 | 0.79% | 104.90 % | 105.70 % | 500,000 | 500,000 | 146,224 | 146,224 | 153,137 USD | 154,315 USD | 100.00% | 100.00% |
02/07/2024 | 0.99% | 104.30 % | 105.30 % | 500,000 | 500,000 | 146,971 | 146,971 | 152,899 USD | 154,377 USD | 99.29% | 99.29% |