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% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,151 USD | 501,576 USD | 89.57% | 89.57% |
12/07/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,590 USD | 503,794 USD | 94.09% | 94.09% |
11/07/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,930 USD | 503,465 USD | 87.79% | 87.79% |
10/07/2024 | 0.51% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,688 USD | 493,844 USD | 84.61% | 84.61% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,357 USD | 492,179 USD | 92.30% | 92.30% |
08/07/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,622 USD | 493,311 USD | 99.35% | 99.35% |
05/07/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,078 USD | 495,539 USD | 93.72% | 93.72% |
04/07/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,719 USD | 496,360 USD | 99.35% | 99.35% |
03/07/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,453 USD | 495,726 USD | 99.35% | 99.35% |
02/07/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,653 USD | 494,826 USD | 98.69% | 98.69% |