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 | 0.65% | 91.71 % | 92.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,298 USD | 232,798 USD | 100.00% | 100.00% |
12/07/2024 | 0.64% | 92.83 % | 93.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,701 USD | 235,201 USD | 78.76% | 78.76% |
11/07/2024 | 0.65% | 92.12 % | 92.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,008 USD | 230,508 USD | 100.00% | 100.00% |
10/07/2024 | 0.66% | 90.69 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,795 USD | 228,295 USD | 94.72% | 94.72% |
09/07/2024 | 0.65% | 91.82 % | 92.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,559 USD | 230,059 USD | 82.44% | 82.44% |
08/07/2024 | 0.65% | 91.22 % | 91.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,547 USD | 232,047 USD | 99.79% | 99.79% |
05/07/2024 | 0.65% | 91.52 % | 92.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,379 USD | 230,879 USD | 100.00% | 100.00% |
04/07/2024 | 0.65% | 91.49 % | 92.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,982 USD | 230,482 USD | 88.83% | 88.83% |
03/07/2024 | 0.65% | 91.45 % | 92.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,511 USD | 233,011 USD | 100.00% | 100.00% |
02/07/2024 | 0.65% | 90.25 % | 90.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,437 USD | 229,937 USD | 93.60% | 93.60% |