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 | 0.48% | 104.72 % | 105.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,831 USD | 263,081 USD | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.66 % | 105.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,625 USD | 262,875 USD | 78.50% | 78.50% |
11/07/2024 | 0.48% | 104.62 % | 105.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,832 USD | 263,082 USD | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.61 % | 105.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,735 USD | 262,985 USD | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.68 % | 105.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,699 USD | 262,949 USD | 97.76% | 97.76% |
08/07/2024 | 0.48% | 104.65 % | 105.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,672 USD | 262,922 USD | 99.78% | 99.78% |
05/07/2024 | 0.48% | 104.61 % | 105.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,418 USD | 262,668 USD | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.51 % | 105.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,261 USD | 262,511 USD | 98.26% | 98.26% |
03/07/2024 | 0.48% | 104.50 % | 105.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,294 USD | 262,544 USD | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.48 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,012 USD | 262,262 USD | 100.00% | 100.00% |