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 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,476 USD | 479,738 USD | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,574 USD | 480,787 USD | 99.37% | 99.37% |
11/07/2024 | 0.52% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,771 USD | 478,885 USD | 99.38% | 99.38% |
10/07/2024 | 0.52% | 95.30 % | 95.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,534 USD | 479,267 USD | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,153 USD | 480,077 USD | 99.36% | 99.36% |
08/07/2024 | 0.52% | 95.60 % | 96.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,513 USD | 481,256 USD | 99.37% | 99.37% |
05/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,450 USD | 481,725 USD | 99.36% | 99.36% |
04/07/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,753 USD | 482,376 USD | 99.38% | 99.38% |
03/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,200 USD | 481,100 USD | 98.90% | 98.90% |
02/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,730 USD | 479,865 USD | 99.29% | 99.29% |