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 | 1.59% | 102.60 % | 103.10 % | 500,000 | 500,000 | 145,339 | 145,339 | 149,081 USD | 150,369 USD | 100.00% | 100.00% |
12/07/2024 | 1.58% | 102.60 % | 103.10 % | 500,000 | 500,000 | 145,339 | 145,339 | 149,177 USD | 150,466 USD | 100.00% | 100.00% |
11/07/2024 | 1.58% | 102.90 % | 103.40 % | 500,000 | 500,000 | 145,340 | 145,340 | 149,570 USD | 150,859 USD | 99.99% | 99.99% |
10/07/2024 | 1.58% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,344 | 145,344 | 149,814 USD | 151,102 USD | 100.00% | 100.00% |
09/07/2024 | 1.58% | 103.10 % | 103.60 % | 500,000 | 500,000 | 145,131 | 145,131 | 149,609 USD | 150,895 USD | 100.00% | 100.00% |
08/07/2024 | 1.39% | 103.20 % | 103.51 % | 500,000 | 500,000 | 145,334 | 145,334 | 150,048 USD | 151,059 USD | 100.00% | 100.00% |
05/07/2024 | 1.58% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,242 | 145,242 | 149,628 USD | 150,915 USD | 99.85% | 99.85% |
04/07/2024 | 1.79% | 103.00 % | 104.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,500 USD | 52,432 USD | 99.45% | 99.45% |
03/07/2024 | 1.58% | 103.00 % | 103.50 % | 500,000 | 500,000 | 145,332 | 145,332 | 149,661 USD | 150,949 USD | 100.00% | 100.00% |
02/07/2024 | 1.58% | 102.90 % | 103.40 % | 500,000 | 500,000 | 145,346 | 145,346 | 149,519 USD | 150,807 USD | 100.00% | 100.00% |