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 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 145,141 | 145,141 | 147,357 USD | 148,087 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 101.60 % | 102.10 % | 500,000 | 500,000 | 145,033 | 145,033 | 147,114 USD | 147,843 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 101.50 % | 102.00 % | 500,000 | 500,000 | 145,070 | 145,070 | 147,157 USD | 147,888 USD | 99.51% | 99.51% |
10/07/2024 | 0.51% | 101.10 % | 101.60 % | 500,000 | 500,000 | 145,623 | 145,623 | 147,280 USD | 148,009 USD | 99.49% | 99.49% |
09/07/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,053 | 145,053 | 146,085 USD | 146,814 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,023 | 145,023 | 146,095 USD | 146,824 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 145,158 | 145,158 | 146,782 USD | 147,511 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 100.70 % | 101.20 % | 50,000 | 50,000 | 49,862 | 49,862 | 50,178 USD | 50,428 USD | 99.45% | 99.45% |
03/07/2024 | 0.53% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,044 | 144,044 | 145,040 USD | 145,768 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,928 | 144,928 | 144,941 USD | 145,670 USD | 100.00% | 100.00% |