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% | 106.85 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,301 USD | 540,051 USD | 99.38% | 99.38% |
12/07/2024 | 0.51% | 107.55 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,571 USD | 538,321 USD | 99.38% | 99.38% |
11/07/2024 | 0.52% | 106.60 % | 107.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,207 USD | 534,957 USD | 99.37% | 99.37% |
10/07/2024 | 0.52% | 105.50 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,867 USD | 527,617 USD | 99.38% | 99.38% |
09/07/2024 | 0.52% | 104.80 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,716 USD | 528,458 USD | 99.37% | 99.37% |
08/07/2024 | 0.51% | 104.80 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,230 USD | 526,924 USD | 99.37% | 99.37% |
05/07/2024 | 0.51% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,834 USD | 527,540 USD | 99.35% | 99.35% |
04/07/2024 | 0.51% | 105.00 % | 105.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,977 USD | 526,657 USD | 99.17% | 99.17% |
03/07/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,943 USD | 525,481 USD | 99.17% | 99.17% |
02/07/2024 | 0.48% | 104.45 % | 104.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,208 USD | 522,708 USD | 98.67% | 98.67% |