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% | 99.90 % | 100.40 % | 500,000 | 500,000 | 144,850 | 144,850 | 144,735 USD | 145,464 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,122 | 145,122 | 144,837 USD | 145,566 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 99.90 % | 100.40 % | 500,000 | 500,000 | 145,121 | 145,121 | 144,837 USD | 145,566 USD | 100.00% | 100.00% |
10/07/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,621 | 145,621 | 144,903 USD | 145,632 USD | 99.49% | 99.49% |
09/07/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,130 | 145,130 | 143,898 USD | 144,627 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,127 | 145,127 | 144,112 USD | 144,841 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,278 | 145,278 | 143,831 USD | 144,560 USD | 99.86% | 99.86% |
04/07/2024 | 0.50% | 99.00 % | 99.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,477 USD | 49,727 USD | 99.45% | 99.45% |
03/07/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,126 | 145,126 | 143,793 USD | 144,522 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,114 | 145,114 | 143,796 USD | 144,525 USD | 100.00% | 100.00% |