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 | 1.06% | 93.80 % | 94.80 % | 100,000 | 100,000 | 26,122 | 26,122 | 24,417 USD | 24,679 USD | 60.31% | 60.31% |
12/07/2024 | 1.06% | 93.45 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,414 USD | 94,414 USD | 6.13% | 6.13% |
11/07/2024 | 1.07% | 92.50 % | 93.50 % | 100,000 | 100,000 | 25,767 | 25,767 | 23,956 USD | 24,213 USD | 63.15% | 63.15% |
10/07/2024 | 1.07% | 93.20 % | 94.20 % | 100,000 | 100,000 | 27,036 | 27,036 | 25,130 USD | 25,400 USD | 58.63% | 58.63% |
09/07/2024 | 1.08% | 92.10 % | 93.10 % | 100,000 | 100,000 | 90,224 | 90,224 | 83,100 USD | 84,002 USD | 11.75% | 11.75% |
08/07/2024 | 1.09% | 91.65 % | 92.65 % | 100,000 | 100,000 | 24,345 | 24,345 | 22,264 USD | 22,508 USD | 63.60% | 63.60% |
05/07/2024 | 1.12% | 90.10 % | 91.10 % | 100,000 | 100,000 | 32,161 | 32,161 | 28,661 USD | 28,983 USD | 55.48% | 55.48% |
04/07/2024 | 1.12% | 88.75 % | 89.75 % | 10,000 | 10,000 | 10,000 | 10,000 | 8,885 USD | 8,985 USD | 79.22% | 79.22% |
03/07/2024 | 1.13% | 88.65 % | 89.65 % | 100,000 | 100,000 | 14,388 | 14,388 | 12,721 USD | 12,865 USD | 94.89% | 94.89% |
02/07/2024 | 1.13% | 87.80 % | 88.80 % | 100,000 | 100,000 | 24,725 | 24,725 | 21,682 USD | 21,929 USD | 99.93% | 99.93% |