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 | 0.90% | 102.90 % | 103.40 % | 500,000 | 500,000 | 140,773 | 140,773 | 144,929 USD | 145,808 USD | 100.00% | 100.00% |
12/07/2024 | 0.85% | 103.10 % | 103.60 % | 500,000 | 500,000 | 144,999 | 144,999 | 149,819 USD | 150,726 USD | 100.00% | 100.00% |
11/07/2024 | 0.84% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,208 | 145,208 | 149,609 USD | 150,515 USD | 99.99% | 99.99% |
10/07/2024 | 1.64% | 102.20 % | 102.70 % | 500,000 | 500,000 | 133,878 | 133,867 | 136,865 USD | 137,684 USD | 98.69% | 98.69% |
09/07/2024 | 0.86% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,139 | 145,139 | 147,761 USD | 148,671 USD | 100.00% | 100.00% |
08/07/2024 | 0.85% | 101.80 % | 102.30 % | 500,000 | 500,000 | 145,139 | 145,139 | 147,659 USD | 148,565 USD | 100.00% | 100.00% |
05/07/2024 | 0.87% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,118 | 145,118 | 146,537 USD | 147,448 USD | 100.00% | 100.00% |
04/07/2024 | 0.91% | 100.70 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,391 USD | 50,852 USD | 99.46% | 99.46% |
03/07/2024 | 0.87% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,133 | 145,133 | 146,248 USD | 147,156 USD | 100.00% | 100.00% |
02/07/2024 | 0.86% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,115 | 145,115 | 147,099 USD | 148,008 USD | 100.00% | 100.00% |