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 | 0.53% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,198 | 144,198 | 142,431 USD | 143,159 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,140 | 145,140 | 143,535 USD | 144,264 USD | 100.00% | 100.00% |
11/07/2024 | 0.53% | 99.00 % | 99.50 % | 500,000 | 500,000 | 144,631 | 144,631 | 143,192 USD | 143,921 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,124 | 145,124 | 143,174 USD | 143,903 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,135 | 145,135 | 142,646 USD | 143,376 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,143 | 145,143 | 142,493 USD | 143,222 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,276 | 145,276 | 142,663 USD | 143,392 USD | 99.86% | 99.86% |
04/07/2024 | 0.51% | 98.30 % | 98.80 % | 50,000 | 50,000 | 49,891 | 49,891 | 49,028 USD | 49,278 USD | 99.45% | 99.45% |
03/07/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 145,143 | 145,143 | 142,854 USD | 143,584 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 145,143 | 145,143 | 142,807 USD | 143,536 USD | 100.00% | 100.00% |