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 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 96,211 | 96,211 | 93,718 USD | 94,680 USD | 16.40% | 16.40% |
12/07/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,384 USD | 98,384 USD | 9.49% | 9.49% |
11/07/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 25,209 | 25,209 | 24,614 USD | 24,866 USD | 99.12% | 99.12% |
10/07/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,310 USD | 24,558 USD | 95.59% | 95.59% |
09/07/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 25,705 | 25,705 | 25,083 USD | 25,340 USD | 88.41% | 88.41% |
08/07/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,426 USD | 22,656 USD | 97.31% | 97.31% |
05/07/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,277 USD | 27,557 USD | 90.10% | 90.10% |
04/07/2024 | 1.02% | 97.70 % | 98.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,773 USD | 9,873 USD | 99.47% | 99.47% |
03/07/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,305 USD | 14,451 USD | 99.67% | 99.67% |
02/07/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,116 USD | 24,363 USD | 100.00% | 100.00% |