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% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,760 USD | 506,878 USD | 99.38% | 99.38% |
12/07/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,990 USD | 503,993 USD | 99.37% | 99.37% |
11/07/2024 | 0.49% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,500 USD | 506,751 USD | 99.37% | 99.37% |
10/07/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,520 USD | 505,762 USD | 99.38% | 99.38% |
09/07/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,180 USD | 505,591 USD | 99.38% | 99.38% |
08/07/2024 | 0.49% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,950 USD | 506,475 USD | 99.38% | 99.38% |
05/07/2024 | 0.49% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,130 USD | 507,567 USD | 99.38% | 99.38% |
04/07/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,080 USD | 508,539 USD | 99.38% | 99.38% |
03/07/2024 | 0.50% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,030 USD | 506,015 USD | 99.38% | 99.38% |
02/07/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,060 USD | 505,029 USD | 99.38% | 99.38% |