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 | 0.87% | 101.10 % | 101.90 % | 500,000 | 500,000 | 143,992 | 143,992 | 145,576 USD | 146,761 USD | 100.00% | 100.00% |
12/07/2024 | 1.01% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,152 | 148,152 | 149,924 USD | 151,421 USD | 100.00% | 100.00% |
11/07/2024 | 1.02% | 102.00 % | 103.00 % | 500,000 | 500,000 | 147,582 | 147,582 | 150,194 USD | 151,686 USD | 99.99% | 99.99% |
10/07/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 148,238 | 148,238 | 150,216 USD | 151,419 USD | 100.00% | 100.00% |
09/07/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 146,837 | 146,837 | 147,290 USD | 148,480 USD | 99.59% | 99.59% |
08/07/2024 | 1.00% | 101.30 % | 102.30 % | 500,000 | 500,000 | 148,320 | 148,320 | 150,064 USD | 151,557 USD | 100.00% | 100.00% |
05/07/2024 | 1.03% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,218 | 148,218 | 148,461 USD | 149,961 USD | 100.00% | 100.00% |
04/07/2024 | 0.84% | 99.60 % | 100.40 % | 50,000 | 50,000 | 49,859 | 49,859 | 49,666 USD | 50,084 USD | 99.45% | 99.45% |
03/07/2024 | 0.83% | 99.80 % | 100.60 % | 500,000 | 500,000 | 148,214 | 148,214 | 148,027 USD | 149,229 USD | 100.00% | 100.00% |
02/07/2024 | 1.02% | 101.40 % | 102.40 % | 500,000 | 500,000 | 148,324 | 148,324 | 150,309 USD | 151,809 USD | 100.00% | 100.00% |