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% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,407 USD | 496,703 USD | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,300 USD | 497,650 USD | 99.38% | 99.38% |
11/07/2024 | 0.51% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,195 USD | 495,597 USD | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,407 USD | 494,704 USD | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,148 USD | 494,074 USD | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,779 USD | 494,889 USD | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,529 USD | 494,264 USD | 99.38% | 99.38% |
04/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,989 USD | 493,995 USD | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,084 USD | 492,542 USD | 99.37% | 99.37% |
02/07/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,634 USD | 491,317 USD | 99.38% | 99.38% |