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 | 1.68% | 91.40 % | 92.20 % | 500,000 | 500,000 | 147,905 | 147,905 | 134,600 USD | 136,148 USD | 100.00% | 100.00% |
12/07/2024 | 1.67% | 90.80 % | 91.60 % | 500,000 | 500,000 | 148,246 | 148,246 | 134,726 USD | 136,279 USD | 100.00% | 100.00% |
11/07/2024 | 1.91% | 90.20 % | 91.20 % | 500,000 | 500,000 | 147,217 | 147,217 | 133,128 USD | 134,961 USD | 99.99% | 99.99% |
10/07/2024 | 1.90% | 89.60 % | 90.60 % | 500,000 | 500,000 | 148,304 | 148,304 | 133,800 USD | 135,650 USD | 100.00% | 100.00% |
09/07/2024 | 1.67% | 91.10 % | 91.90 % | 500,000 | 500,000 | 146,417 | 146,417 | 133,550 USD | 135,088 USD | 99.58% | 99.58% |
08/07/2024 | 1.68% | 90.70 % | 91.50 % | 500,000 | 500,000 | 148,300 | 148,300 | 134,257 USD | 135,810 USD | 100.00% | 100.00% |
05/07/2024 | 1.90% | 90.00 % | 91.00 % | 500,000 | 500,000 | 148,217 | 148,217 | 133,367 USD | 135,216 USD | 100.00% | 100.00% |
04/07/2024 | 1.89% | 90.30 % | 91.70 % | 50,000 | 50,000 | 45,370 | 45,370 | 40,976 USD | 41,743 USD | 99.45% | 99.45% |
03/07/2024 | 1.67% | 90.70 % | 91.50 % | 500,000 | 500,000 | 148,063 | 148,063 | 134,730 USD | 136,282 USD | 100.00% | 100.00% |
02/07/2024 | 1.91% | 89.90 % | 90.90 % | 500,000 | 500,000 | 147,923 | 147,923 | 133,236 USD | 135,080 USD | 100.00% | 100.00% |