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 | 0.61% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,139 | 145,139 | 142,789 USD | 143,560 USD | 100.00% | 100.00% |
12/07/2024 | 0.62% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,133 | 145,133 | 142,223 USD | 142,997 USD | 100.00% | 100.00% |
11/07/2024 | 0.61% | 97.60 % | 98.10 % | 500,000 | 500,000 | 145,121 | 145,121 | 141,588 USD | 142,355 USD | 100.00% | 100.00% |
10/07/2024 | 0.62% | 97.60 % | 98.10 % | 500,000 | 500,000 | 145,144 | 145,144 | 141,811 USD | 142,586 USD | 100.00% | 100.00% |
09/07/2024 | 0.58% | 98.00 % | 98.50 % | 500,000 | 500,000 | 145,140 | 145,140 | 142,470 USD | 143,228 USD | 100.00% | 100.00% |
08/07/2024 | 0.61% | 98.40 % | 98.90 % | 500,000 | 500,000 | 145,133 | 145,133 | 142,907 USD | 143,679 USD | 100.00% | 100.00% |
05/07/2024 | 0.60% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,122 | 145,122 | 142,938 USD | 143,705 USD | 100.00% | 100.00% |
04/07/2024 | 0.59% | 98.60 % | 99.10 % | 50,000 | 50,000 | 49,997 | 49,997 | 49,294 USD | 49,583 USD | 99.45% | 99.45% |
03/07/2024 | 0.59% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,128 | 145,128 | 143,069 USD | 143,834 USD | 100.00% | 100.00% |
02/07/2024 | 0.61% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,137 | 145,137 | 143,010 USD | 143,782 USD | 100.00% | 100.00% |