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 | 0.53% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,142 | 145,142 | 143,825 USD | 144,560 USD | 100.00% | 100.00% |
12/07/2024 | 0.56% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,130 | 145,130 | 143,559 USD | 144,308 USD | 100.00% | 100.00% |
11/07/2024 | 0.55% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,123 | 145,123 | 143,385 USD | 144,127 USD | 100.00% | 100.00% |
10/07/2024 | 0.53% | 98.60 % | 99.10 % | 500,000 | 500,000 | 145,125 | 145,125 | 143,133 USD | 143,865 USD | 100.00% | 100.00% |
09/07/2024 | 0.57% | 98.50 % | 99.00 % | 500,000 | 500,000 | 145,133 | 145,133 | 143,166 USD | 143,920 USD | 100.00% | 100.00% |
08/07/2024 | 0.56% | 98.80 % | 99.30 % | 500,000 | 500,000 | 145,143 | 145,143 | 143,514 USD | 144,262 USD | 100.00% | 100.00% |
05/07/2024 | 0.55% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,277 | 145,277 | 143,442 USD | 144,187 USD | 99.86% | 99.86% |
04/07/2024 | 0.51% | 98.80 % | 99.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,399 USD | 49,651 USD | 99.45% | 99.45% |
03/07/2024 | 0.54% | 98.90 % | 99.40 % | 500,000 | 500,000 | 145,143 | 145,143 | 143,458 USD | 144,197 USD | 100.00% | 100.00% |
02/07/2024 | 0.56% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,139 | 145,139 | 143,297 USD | 144,048 USD | 100.00% | 100.00% |