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% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,140 | 145,140 | 143,735 USD | 144,464 USD | 100.00% | 100.00% |
12/07/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,128 | 145,128 | 143,536 USD | 144,265 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 99.00 % | 99.50 % | 500,000 | 500,000 | 145,124 | 145,124 | 143,609 USD | 144,338 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,630 | 145,630 | 143,967 USD | 144,696 USD | 99.49% | 99.49% |
09/07/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,137 | 145,137 | 143,376 USD | 144,105 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,141 | 145,141 | 143,369 USD | 144,098 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,277 | 145,277 | 143,243 USD | 143,973 USD | 99.86% | 99.86% |
04/07/2024 | 0.51% | 98.60 % | 99.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,298 USD | 49,548 USD | 99.45% | 99.45% |
03/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,142 | 145,142 | 143,220 USD | 143,949 USD | 100.00% | 100.00% |
02/07/2024 | 0.52% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,142 | 145,142 | 143,065 USD | 143,794 USD | 100.00% | 100.00% |