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 | 1.02% | 98.35 % | 99.35 % | 100,000 | 100,000 | 24,354 | 24,354 | 23,836 USD | 24,079 USD | 98.50% | 98.50% |
12/07/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,317 USD | 24,565 USD | 99.95% | 99.95% |
11/07/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 25,209 | 25,209 | 24,717 USD | 24,969 USD | 99.12% | 99.12% |
10/07/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,343 USD | 24,592 USD | 95.59% | 95.59% |
09/07/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 26,709 | 26,709 | 26,027 USD | 26,294 USD | 83.09% | 88.41% |
08/07/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,421 USD | 22,651 USD | 97.31% | 97.31% |
05/07/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,380 USD | 27,659 USD | 90.10% | 90.10% |
04/07/2024 | 1.02% | 97.60 % | 98.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,768 USD | 9,868 USD | 99.47% | 99.47% |
03/07/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,231 USD | 14,378 USD | 99.67% | 99.67% |
02/07/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 24,715 | 24,715 | 23,794 USD | 24,041 USD | 100.00% | 100.00% |