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 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,582 USD | 499,791 USD | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,596 USD | 498,298 USD | 99.37% | 99.37% |
11/07/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,611 USD | 498,306 USD | 99.38% | 99.38% |
10/07/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,470 USD | 497,735 USD | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,078 USD | 498,039 USD | 99.38% | 99.38% |
08/07/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,907 USD | 497,953 USD | 99.38% | 99.38% |
05/07/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,216 USD | 498,108 USD | 99.38% | 99.38% |
04/07/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,036 USD | 498,518 USD | 99.38% | 99.38% |
03/07/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,794 USD | 499,397 USD | 99.37% | 99.37% |
02/07/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,892 USD | 498,446 USD | 99.38% | 99.38% |