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 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 24,354 | 24,354 | 24,520 USD | 24,764 USD | 98.49% | 98.49% |
12/07/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,064 USD | 25,312 USD | 99.95% | 99.95% |
11/07/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 25,209 | 25,209 | 25,473 USD | 25,725 USD | 99.12% | 99.12% |
10/07/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,052 USD | 25,301 USD | 95.59% | 95.59% |
09/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,742 USD | 25,999 USD | 88.41% | 88.41% |
08/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,050 USD | 23,280 USD | 97.31% | 97.31% |
05/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,052 USD | 28,332 USD | 90.10% | 90.10% |
04/07/2024 | 1.00% | 99.30 % | 100.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,930 USD | 10,030 USD | 99.47% | 99.47% |
03/07/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,503 USD | 14,649 USD | 99.67% | 99.67% |
02/07/2024 | 1.02% | 98.25 % | 99.25 % | 100,000 | 100,000 | 24,714 | 24,714 | 24,264 USD | 24,511 USD | 100.00% | 100.00% |