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 | 0.47% | 105.50 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,200 USD | 529,700 USD | 100.00% | 100.00% |
12/07/2024 | 0.48% | 105.01 % | 105.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,001 USD | 527,501 USD | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,521 USD | 526,021 USD | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.25 % | 104.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,244 USD | 525,744 USD | 94.72% | 94.72% |
09/07/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,613 USD | 525,113 USD | 97.74% | 97.74% |
08/07/2024 | 0.48% | 104.58 % | 105.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,817 USD | 527,317 USD | 99.77% | 99.77% |
05/07/2024 | 0.48% | 104.72 % | 105.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,502 USD | 526,002 USD | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.78 % | 105.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,063 USD | 526,563 USD | 98.07% | 98.07% |
03/07/2024 | 0.48% | 104.70 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,319 USD | 526,819 USD | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.33 % | 104.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,878 USD | 523,378 USD | 100.00% | 100.00% |