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 | 1.53% | 99.40 % | 100.20 % | 500,000 | 500,000 | 148,212 | 148,212 | 147,428 USD | 148,980 USD | 100.00% | 100.00% |
12/07/2024 | 1.52% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,315 | 148,315 | 147,886 USD | 149,438 USD | 100.00% | 100.00% |
11/07/2024 | 1.73% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,339 | 148,339 | 146,951 USD | 148,801 USD | 100.00% | 100.00% |
10/07/2024 | 1.73% | 99.10 % | 100.10 % | 500,000 | 500,000 | 148,218 | 148,218 | 146,892 USD | 148,740 USD | 100.00% | 100.00% |
09/07/2024 | 1.53% | 99.00 % | 99.80 % | 500,000 | 500,000 | 146,720 | 146,720 | 145,430 USD | 146,972 USD | 99.58% | 99.58% |
08/07/2024 | 1.53% | 99.50 % | 100.30 % | 500,000 | 500,000 | 148,324 | 148,324 | 147,611 USD | 149,164 USD | 100.00% | 100.00% |
05/07/2024 | 1.73% | 99.40 % | 100.40 % | 500,000 | 500,000 | 148,391 | 148,391 | 147,451 USD | 149,301 USD | 99.83% | 99.83% |
04/07/2024 | 1.66% | 99.50 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,612 USD | 50,443 USD | 99.45% | 99.45% |
03/07/2024 | 1.57% | 97.00 % | 97.80 % | 500,000 | 500,000 | 148,215 | 148,215 | 143,755 USD | 145,307 USD | 100.00% | 100.00% |
02/07/2024 | 1.80% | 95.70 % | 96.70 % | 500,000 | 500,000 | 148,303 | 148,303 | 141,840 USD | 143,689 USD | 100.00% | 100.00% |