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 | 0.38% | 105.30 % | 105.70 % | 250,000 | 250,000 | 74,168 | 74,168 | 77,914 USD | 78,211 USD | 100.00% | 100.00% |
12/07/2024 | 0.38% | 104.90 % | 105.30 % | 250,000 | 250,000 | 74,075 | 74,075 | 77,547 USD | 77,843 USD | 99.99% | 99.99% |
11/07/2024 | 0.38% | 104.60 % | 105.00 % | 250,000 | 250,000 | 74,099 | 74,099 | 77,638 USD | 77,934 USD | 100.00% | 100.00% |
10/07/2024 | 0.38% | 104.50 % | 104.90 % | 250,000 | 250,000 | 74,113 | 74,113 | 77,428 USD | 77,724 USD | 100.00% | 100.00% |
09/07/2024 | 0.38% | 104.30 % | 104.70 % | 250,000 | 250,000 | 74,165 | 74,165 | 77,407 USD | 77,704 USD | 100.00% | 100.00% |
08/07/2024 | 0.38% | 104.20 % | 104.60 % | 250,000 | 250,000 | 74,165 | 74,165 | 77,301 USD | 77,598 USD | 100.00% | 100.00% |
05/07/2024 | 0.38% | 104.00 % | 104.40 % | 250,000 | 250,000 | 74,108 | 74,108 | 76,976 USD | 77,272 USD | 99.99% | 99.99% |
04/07/2024 | 0.38% | 103.80 % | 104.20 % | 25,000 | 25,000 | 25,000 | 25,000 | 25,952 USD | 26,052 USD | 99.46% | 99.46% |
03/07/2024 | 0.38% | 103.80 % | 104.20 % | 250,000 | 250,000 | 74,137 | 74,137 | 76,901 USD | 77,198 USD | 99.99% | 99.99% |
02/07/2024 | 0.39% | 103.30 % | 103.70 % | 250,000 | 250,000 | 74,151 | 74,151 | 76,516 USD | 76,813 USD | 99.99% | 99.99% |