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% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,262 USD | 498,631 USD | 91.33% | 91.33% |
12/07/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,310 USD | 497,155 USD | 90.96% | 90.96% |
11/07/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,299 USD | 492,650 USD | 96.75% | 96.75% |
10/07/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,176 USD | 491,588 USD | 96.51% | 96.51% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,032 USD | 495,016 USD | 97.65% | 97.65% |
08/07/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,038 USD | 497,519 USD | 97.99% | 97.99% |
05/07/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,946 USD | 498,473 USD | 58.39% | 58.39% |
04/07/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,298 USD | 499,149 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,974 USD | 498,487 USD | 96.00% | 96.00% |
02/07/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,925 USD | 496,462 USD | 92.80% | 92.80% |