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 | 0.49% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,390 USD | 507,196 USD | 99.35% | 99.35% |
12/07/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,230 USD | 506,114 USD | 99.35% | 99.35% |
11/07/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,260 USD | 505,628 USD | 99.35% | 99.35% |
10/07/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,750 USD | 505,873 USD | 99.36% | 99.36% |
09/07/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,660 USD | 504,829 USD | 99.35% | 99.35% |
08/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,490 USD | 503,746 USD | 99.35% | 99.35% |
05/07/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,312 USD | 501,156 USD | 99.35% | 99.35% |
04/07/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,293 USD | 500,647 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,280 USD | 503,639 USD | 99.35% | 99.35% |
02/07/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,450 USD | 503,223 USD | 99.35% | 99.35% |