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 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,377 USD | 491,688 USD | 99.38% | 99.38% |
12/07/2024 | 0.52% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,310 USD | 486,655 USD | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,452 USD | 488,726 USD | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,494 USD | 488,247 USD | 99.38% | 99.38% |
09/07/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,951 USD | 490,476 USD | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,071 USD | 485,535 USD | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,941 USD | 478,971 USD | 99.37% | 99.37% |
04/07/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,210 USD | 478,605 USD | 99.38% | 99.38% |
03/07/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,464 USD | 477,231 USD | 99.16% | 99.16% |
02/07/2024 | 0.48% | 94.35 % | 94.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,811 USD | 473,665 USD | 97.08% | 97.08% |