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 | 0.65% | 93.50 % | 94.00 % | 500,000 | 500,000 | 145,141 | 145,141 | 135,978 USD | 136,754 USD | 100.00% | 100.00% |
12/07/2024 | 0.63% | 94.80 % | 95.30 % | 500,000 | 500,000 | 145,142 | 145,142 | 137,214 USD | 137,984 USD | 100.00% | 100.00% |
11/07/2024 | 0.65% | 93.90 % | 94.40 % | 500,000 | 500,000 | 145,121 | 145,121 | 135,991 USD | 136,765 USD | 100.00% | 100.00% |
10/07/2024 | 0.64% | 93.20 % | 93.70 % | 500,000 | 500,000 | 145,124 | 145,124 | 135,713 USD | 136,482 USD | 100.00% | 100.00% |
09/07/2024 | 0.63% | 94.60 % | 95.10 % | 500,000 | 500,000 | 145,132 | 145,132 | 137,376 USD | 138,147 USD | 100.00% | 100.00% |
08/07/2024 | 0.63% | 94.60 % | 95.10 % | 500,000 | 500,000 | 145,139 | 145,139 | 138,362 USD | 139,136 USD | 100.00% | 100.00% |
05/07/2024 | 0.62% | 95.50 % | 96.00 % | 500,000 | 500,000 | 145,277 | 145,277 | 138,928 USD | 139,699 USD | 99.86% | 99.86% |
04/07/2024 | 0.61% | 95.80 % | 96.30 % | 50,000 | 50,000 | 49,914 | 49,914 | 47,735 USD | 48,027 USD | 99.45% | 99.45% |
03/07/2024 | 0.64% | 95.30 % | 95.80 % | 500,000 | 500,000 | 145,140 | 145,140 | 138,523 USD | 139,299 USD | 100.00% | 100.00% |
02/07/2024 | 0.62% | 95.30 % | 95.80 % | 500,000 | 500,000 | 145,118 | 145,118 | 138,193 USD | 138,962 USD | 99.99% | 99.99% |