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% | 106.24 % | 106.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,150 USD | 533,650 USD | 100.00% | 100.00% |
12/07/2024 | 0.47% | 106.17 % | 106.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,705 USD | 533,205 USD | 78.76% | 78.76% |
11/07/2024 | 0.47% | 106.29 % | 106.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,901 USD | 535,401 USD | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,310 USD | 535,810 USD | 94.73% | 94.73% |
09/07/2024 | 0.47% | 106.64 % | 107.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,106 USD | 535,606 USD | 97.77% | 97.77% |
08/07/2024 | 0.47% | 106.56 % | 107.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,472 USD | 535,972 USD | 99.77% | 99.77% |
05/07/2024 | 0.47% | 106.60 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,491 USD | 534,991 USD | 100.00% | 100.00% |
04/07/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,471 USD | 534,971 USD | 98.25% | 98.25% |
03/07/2024 | 0.47% | 106.39 % | 106.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,642 USD | 535,142 USD | 100.00% | 100.00% |
02/07/2024 | 0.47% | 106.27 % | 106.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,032 USD | 533,532 USD | 100.00% | 100.00% |