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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,081 | 145,081 | 145,844 USD | 146,574 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,679 | 144,679 | 145,349 USD | 146,078 USD | 100.00% | 100.00% |
11/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,124 | 145,124 | 145,923 USD | 146,652 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,131 | 145,131 | 146,002 USD | 146,731 USD | 100.00% | 100.00% |
09/07/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,136 | 145,136 | 145,954 USD | 146,683 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,144 | 145,144 | 145,836 USD | 146,565 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,277 | 145,277 | 145,858 USD | 146,587 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 100.50 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,219 USD | 50,469 USD | 99.45% | 99.45% |
03/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,140 | 145,140 | 145,777 USD | 146,506 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,142 | 145,142 | 145,596 USD | 146,325 USD | 100.00% | 100.00% |