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 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 25,694 | 25,694 | 26,332 USD | 26,589 USD | 52.58% | 52.58% |
12/07/2024 | 0.99% | 101.50 % | 102.50 % | 100,000 | 100,000 | 27,620 | 27,620 | 28,018 USD | 28,294 USD | 47.94% | 47.94% |
11/07/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 33,342 | 33,342 | 34,007 USD | 34,341 USD | 37.78% | 37.78% |
10/07/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 25,697 | 25,697 | 26,147 USD | 26,404 USD | 51.92% | 51.92% |
09/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 19,642 | 19,642 | 19,889 USD | 20,085 USD | 59.51% | 59.51% |
08/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 19,841 | 19,841 | 20,113 USD | 20,311 USD | 75.70% | 75.70% |
05/07/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 27,151 | 27,151 | 27,447 USD | 27,718 USD | 59.75% | 59.75% |
04/07/2024 | 0.99% | 101.00 % | 102.00 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,089 USD | 10,189 USD | 52.61% | 52.61% |
03/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 16,436 | 16,436 | 16,575 USD | 16,740 USD | 51.51% | 51.51% |
02/07/2024 | 1.02% | 100.00 % | 101.00 % | 100,000 | 100,000 | 28,175 | 28,175 | 28,253 USD | 28,538 USD | 52.18% | 52.18% |