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% | 103.11 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,589 USD | 518,089 USD | 100.00% | 100.00% |
12/07/2024 | 0.48% | 102.98 % | 103.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,530 USD | 517,030 USD | 78.50% | 78.50% |
11/07/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,193 USD | 518,693 USD | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,764 USD | 518,264 USD | 94.74% | 94.74% |
09/07/2024 | 0.48% | 102.97 % | 103.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,237 USD | 517,737 USD | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.08 % | 103.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,392 USD | 517,892 USD | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.09 % | 103.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,995 USD | 517,495 USD | 100.00% | 100.00% |
04/07/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,297 USD | 516,797 USD | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.87 % | 103.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,691 USD | 516,191 USD | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.31 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,933 USD | 512,433 USD | 100.00% | 100.00% |