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% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,095 | 145,095 | 146,353 USD | 147,083 USD | 99.81% | 99.81% |
12/07/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,131 | 145,131 | 146,202 USD | 146,931 USD | 100.00% | 100.00% |
11/07/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,123 | 145,123 | 146,182 USD | 146,911 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,133 | 145,133 | 146,004 USD | 146,733 USD | 100.00% | 100.00% |
09/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,136 | 145,136 | 145,771 USD | 146,501 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,139 | 145,139 | 146,014 USD | 146,743 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,277 | 145,277 | 145,897 USD | 146,626 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 100.50 % | 101.00 % | 50,000 | 50,000 | 49,982 | 49,982 | 50,232 USD | 50,482 USD | 99.45% | 99.45% |
03/07/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,142 | 145,142 | 145,872 USD | 146,602 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,143 | 145,143 | 145,604 USD | 146,333 USD | 100.00% | 100.00% |