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 | 0.51% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,307 USD | 487,654 USD | 99.35% | 99.35% |
12/07/2024 | 0.51% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 499,924 | 970,367 USD | 487,609 USD | 99.35% | 99.35% |
11/07/2024 | 0.52% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,231 USD | 485,116 USD | 99.35% | 99.35% |
10/07/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,468 USD | 485,234 USD | 99.36% | 99.36% |
09/07/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,324 USD | 485,162 USD | 99.35% | 99.35% |
08/07/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,049 USD | 486,024 USD | 99.35% | 99.35% |
05/07/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,767 USD | 485,884 USD | 99.35% | 99.35% |
04/07/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,096 USD | 485,548 USD | 99.08% | 99.08% |
03/07/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,133 USD | 485,566 USD | 99.35% | 99.35% |
02/07/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,711 USD | 485,856 USD | 99.35% | 99.35% |