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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,128 | 145,128 | 145,537 USD | 146,266 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,123 | 145,123 | 145,675 USD | 146,404 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,882 | 144,882 | 145,261 USD | 145,990 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,041 | 145,041 | 145,759 USD | 146,488 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,016 | 145,016 | 145,068 USD | 145,797 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 144,624 | 144,624 | 143,955 USD | 144,680 USD | 99.51% | 99.51% |
05/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,149 | 145,149 | 143,899 USD | 144,628 USD | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.30 % | 98.80 % | 50,000 | 50,000 | 49,533 | 49,533 | 48,778 USD | 49,027 USD | 99.45% | 99.45% |
03/07/2024 | 0.53% | 98.50 % | 99.00 % | 500,000 | 500,000 | 144,960 | 144,960 | 142,668 USD | 143,397 USD | 100.00% | 100.00% |
02/07/2024 | 0.53% | 97.60 % | 98.10 % | 500,000 | 500,000 | 144,911 | 144,911 | 141,205 USD | 141,934 USD | 100.00% | 100.00% |