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 | 0.51% | 97.89 % | 98.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,262 USD | 494,762 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,857 USD | 495,357 USD | 78.50% | 78.50% |
11/07/2024 | 0.51% | 98.72 % | 99.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,603 USD | 496,103 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.03 % | 98.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,729 USD | 492,229 USD | 94.74% | 94.74% |
09/07/2024 | 0.51% | 97.36 % | 97.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,034 USD | 489,534 USD | 97.76% | 97.76% |
08/07/2024 | 0.51% | 97.21 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,054 USD | 488,554 USD | 99.79% | 99.79% |
05/07/2024 | 0.51% | 96.79 % | 97.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,265 USD | 487,765 USD | 100.00% | 100.00% |
04/07/2024 | 0.51% | 97.41 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,070 USD | 488,570 USD | 93.32% | 93.32% |
03/07/2024 | 0.51% | 96.89 % | 97.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,629 USD | 488,129 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.04 % | 97.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,323 USD | 490,823 USD | 50.62% | 50.62% |