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 | 0.67% | 89.10 % | 89.60 % | 500,000 | 500,000 | 145,057 | 145,057 | 129,147 USD | 129,916 USD | 100.00% | 100.00% |
12/07/2024 | 0.66% | 89.90 % | 90.40 % | 500,000 | 500,000 | 144,992 | 144,992 | 130,302 USD | 131,067 USD | 100.00% | 100.00% |
11/07/2024 | 0.66% | 90.40 % | 90.90 % | 500,000 | 500,000 | 145,090 | 145,090 | 130,905 USD | 131,674 USD | 100.00% | 100.00% |
10/07/2024 | 0.64% | 89.40 % | 89.90 % | 500,000 | 500,000 | 145,633 | 145,633 | 130,928 USD | 131,693 USD | 99.49% | 99.49% |
09/07/2024 | 0.64% | 90.50 % | 91.00 % | 500,000 | 500,000 | 145,136 | 145,136 | 131,909 USD | 132,671 USD | 100.00% | 100.00% |
08/07/2024 | 0.64% | 91.10 % | 91.60 % | 500,000 | 500,000 | 145,140 | 145,140 | 132,619 USD | 133,383 USD | 100.00% | 100.00% |
05/07/2024 | 0.64% | 91.30 % | 91.80 % | 500,000 | 500,000 | 145,277 | 145,277 | 132,602 USD | 133,366 USD | 99.86% | 99.86% |
04/07/2024 | 0.64% | 91.30 % | 91.80 % | 50,000 | 50,000 | 49,852 | 49,852 | 45,438 USD | 45,731 USD | 99.45% | 99.45% |
03/07/2024 | 0.64% | 91.40 % | 91.90 % | 500,000 | 500,000 | 145,144 | 145,144 | 132,700 USD | 133,464 USD | 100.00% | 100.00% |
02/07/2024 | 0.66% | 90.90 % | 91.40 % | 500,000 | 500,000 | 145,115 | 145,115 | 131,850 USD | 132,622 USD | 99.99% | 99.99% |