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% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,132 | 145,132 | 146,822 USD | 147,551 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 101.20 % | 101.70 % | 500,000 | 500,000 | 145,096 | 145,096 | 146,603 USD | 147,332 USD | 100.00% | 100.00% |
11/07/2024 | 0.51% | 100.90 % | 101.40 % | 500,000 | 500,000 | 144,883 | 144,883 | 146,334 USD | 147,063 USD | 100.00% | 100.00% |
10/07/2024 | 0.50% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,636 | 145,636 | 147,233 USD | 147,962 USD | 99.49% | 99.49% |
09/07/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 144,948 | 144,948 | 146,558 USD | 147,287 USD | 100.00% | 100.00% |
08/07/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 145,131 | 145,131 | 146,987 USD | 147,440 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,055 | 145,055 | 146,597 USD | 147,325 USD | 100.00% | 100.00% |
04/07/2024 | 0.58% | 101.10 % | 102.60 % | 25,000 | 25,000 | 47,723 | 47,723 | 48,211 USD | 48,470 USD | 99.45% | 99.45% |
03/07/2024 | 0.51% | 101.00 % | 101.50 % | 500,000 | 500,000 | 145,216 | 145,216 | 146,509 USD | 147,239 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,123 | 145,123 | 146,111 USD | 146,840 USD | 100.00% | 100.00% |