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 | 0.50% | 104.70 % | 105.20 % | 500,000 | 500,000 | 144,878 | 144,878 | 151,713 USD | 152,442 USD | 100.00% | 100.00% |
12/07/2024 | 0.50% | 104.50 % | 105.00 % | 500,000 | 500,000 | 144,972 | 144,972 | 151,128 USD | 151,857 USD | 100.00% | 100.00% |
11/07/2024 | 0.50% | 103.90 % | 104.40 % | 500,000 | 500,000 | 144,677 | 144,677 | 150,650 USD | 151,378 USD | 99.99% | 99.99% |
10/07/2024 | 0.49% | 103.90 % | 104.40 % | 500,000 | 500,000 | 145,553 | 145,553 | 151,199 USD | 151,928 USD | 99.49% | 99.49% |
09/07/2024 | 0.50% | 103.70 % | 104.20 % | 500,000 | 500,000 | 145,132 | 145,132 | 150,822 USD | 151,551 USD | 100.00% | 100.00% |
08/07/2024 | 0.50% | 104.00 % | 104.50 % | 500,000 | 500,000 | 144,598 | 144,598 | 150,351 USD | 151,079 USD | 100.00% | 100.00% |
05/07/2024 | 0.51% | 103.60 % | 104.10 % | 500,000 | 500,000 | 144,273 | 144,273 | 149,058 USD | 149,787 USD | 99.86% | 99.86% |
04/07/2024 | 0.49% | 103.00 % | 103.50 % | 50,000 | 50,000 | 49,622 | 49,622 | 51,124 USD | 51,373 USD | 99.46% | 99.46% |
03/07/2024 | 0.50% | 103.30 % | 103.80 % | 500,000 | 500,000 | 145,061 | 145,061 | 149,147 USD | 149,877 USD | 100.00% | 100.00% |
02/07/2024 | 0.51% | 102.20 % | 102.70 % | 500,000 | 500,000 | 144,738 | 144,738 | 147,738 USD | 148,467 USD | 100.00% | 100.00% |