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 | 0.49% | 91.30 % | 91.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 920,984 USD | 462,742 USD | 99.38% | 99.38% |
12/07/2024 | 0.49% | 92.50 % | 92.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 923,598 USD | 464,049 USD | 99.37% | 99.37% |
11/07/2024 | 0.49% | 92.20 % | 92.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 915,445 USD | 459,972 USD | 99.38% | 99.38% |
10/07/2024 | 0.49% | 90.90 % | 91.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 915,134 USD | 459,817 USD | 99.38% | 99.38% |
09/07/2024 | 0.48% | 92.65 % | 93.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,270 USD | 465,385 USD | 99.38% | 99.38% |
08/07/2024 | 0.48% | 92.60 % | 93.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,449 USD | 473,475 USD | 99.38% | 99.38% |
05/07/2024 | 0.48% | 94.20 % | 94.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,253 USD | 473,377 USD | 99.37% | 99.37% |
04/07/2024 | 0.48% | 94.40 % | 94.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,623 USD | 473,062 USD | 99.38% | 99.38% |
03/07/2024 | 0.48% | 93.95 % | 94.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,790 USD | 473,145 USD | 99.38% | 99.38% |
02/07/2024 | 0.48% | 94.00 % | 94.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,958 USD | 472,229 USD | 99.38% | 99.38% |