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 | 0.52% | 99.40 % | 99.90 % | 500,000 | 500,000 | 145,139 | 145,139 | 144,321 USD | 145,050 USD | 99.99% | 99.99% |
12/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 144,893 | 144,893 | 144,021 USD | 144,750 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,121 | 145,121 | 144,076 USD | 144,805 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 144,858 | 144,858 | 143,627 USD | 144,356 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,126 | 145,126 | 143,890 USD | 144,620 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,148 | 145,148 | 143,963 USD | 144,693 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,275 | 145,275 | 143,878 USD | 144,608 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 99.00 % | 99.50 % | 50,000 | 50,000 | 49,957 | 49,957 | 49,452 USD | 49,702 USD | 99.45% | 99.45% |
03/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,141 | 145,141 | 143,913 USD | 144,642 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,142 | 145,142 | 143,874 USD | 144,604 USD | 100.00% | 100.00% |