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 | 0.54% | 91.85 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,064 USD | 464,564 USD | 100.00% | 100.00% |
12/07/2024 | 0.54% | 92.77 % | 93.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,440 USD | 464,940 USD | 78.50% | 78.50% |
11/07/2024 | 0.54% | 92.19 % | 92.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,571 USD | 461,071 USD | 100.00% | 100.00% |
10/07/2024 | 0.54% | 91.20 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,052 USD | 461,552 USD | 94.74% | 94.74% |
09/07/2024 | 0.54% | 92.75 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,814 USD | 466,314 USD | 97.76% | 97.76% |
08/07/2024 | 0.53% | 92.69 % | 93.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,661 USD | 473,161 USD | 99.79% | 99.79% |
05/07/2024 | 0.53% | 94.06 % | 94.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,766 USD | 473,266 USD | 100.00% | 100.00% |
04/07/2024 | 0.53% | 94.30 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,473 USD | 472,973 USD | 98.26% | 98.26% |
03/07/2024 | 0.53% | 93.90 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,387 USD | 473,887 USD | 100.00% | 100.00% |
02/07/2024 | 0.53% | 94.09 % | 94.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,361 USD | 473,861 USD | 100.00% | 100.00% |