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 | 3.88% | 106.90 % | 107.70 % | 500,000 | 500,000 | 144,976 | 144,976 | 154,788 USD | 157,673 USD | 99.10% | 99.10% |
12/07/2024 | 3.88% | 107.10 % | 107.90 % | 500,000 | 500,000 | 145,471 | 145,471 | 155,659 USD | 158,539 USD | 99.28% | 99.28% |
11/07/2024 | 4.05% | 106.60 % | 107.60 % | 500,000 | 500,000 | 147,523 | 147,523 | 157,086 USD | 160,232 USD | 99.33% | 99.33% |
10/07/2024 | 4.10% | 105.80 % | 106.80 % | 500,000 | 500,000 | 146,575 | 146,575 | 154,943 USD | 158,126 USD | 99.52% | 99.52% |
09/07/2024 | 3.95% | 104.80 % | 105.60 % | 500,000 | 500,000 | 145,383 | 145,383 | 152,362 USD | 155,247 USD | 99.21% | 99.21% |
08/07/2024 | 3.97% | 104.00 % | 104.80 % | 500,000 | 500,000 | 147,031 | 147,031 | 153,016 USD | 155,904 USD | 99.71% | 99.71% |
05/07/2024 | 4.17% | 103.90 % | 104.90 % | 500,000 | 500,000 | 147,735 | 147,735 | 152,953 USD | 156,137 USD | 99.91% | 99.91% |
04/07/2024 | 5.47% | 102.30 % | 110.20 % | 50,000 | 50,000 | 49,835 | 49,835 | 51,041 USD | 53,921 USD | 99.45% | 99.45% |
03/07/2024 | 4.07% | 102.40 % | 103.20 % | 500,000 | 500,000 | 145,563 | 145,563 | 148,727 USD | 151,568 USD | 99.54% | 99.54% |
02/07/2024 | 4.28% | 101.10 % | 102.10 % | 500,000 | 500,000 | 146,418 | 146,418 | 148,097 USD | 151,274 USD | 99.54% | 99.54% |