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 | 0.76% | 109.90 % | 110.70 % | 500,000 | 500,000 | 145,117 | 145,117 | 159,122 USD | 160,290 USD | 100.00% | 100.00% |
12/07/2024 | 0.95% | 108.00 % | 109.00 % | 500,000 | 500,000 | 145,121 | 145,121 | 156,492 USD | 157,950 USD | 100.00% | 100.00% |
11/07/2024 | 0.95% | 108.40 % | 109.40 % | 500,000 | 500,000 | 145,083 | 145,083 | 157,221 USD | 158,679 USD | 100.00% | 100.00% |
10/07/2024 | 0.77% | 107.80 % | 108.60 % | 500,000 | 500,000 | 145,113 | 145,113 | 156,822 USD | 157,990 USD | 100.00% | 100.00% |
09/07/2024 | 0.77% | 108.10 % | 108.90 % | 500,000 | 500,000 | 145,141 | 145,141 | 156,988 USD | 158,157 USD | 100.00% | 100.00% |
08/07/2024 | 0.96% | 107.70 % | 108.70 % | 500,000 | 500,000 | 144,555 | 144,555 | 155,900 USD | 157,356 USD | 100.00% | 100.00% |
05/07/2024 | 0.97% | 106.70 % | 107.70 % | 500,000 | 500,000 | 145,052 | 145,052 | 153,822 USD | 155,280 USD | 100.00% | 100.00% |
04/07/2024 | 0.74% | 107.00 % | 107.80 % | 50,000 | 50,000 | 49,977 | 49,977 | 53,508 USD | 53,908 USD | 99.45% | 99.45% |
03/07/2024 | 0.77% | 107.60 % | 108.40 % | 500,000 | 500,000 | 144,842 | 144,842 | 155,951 USD | 157,119 USD | 100.00% | 100.00% |
02/07/2024 | 0.95% | 108.20 % | 109.20 % | 500,000 | 500,000 | 145,096 | 145,096 | 156,995 USD | 158,453 USD | 100.00% | 100.00% |