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% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,540 USD | 503,771 USD | 92.06% | 92.06% |
12/07/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,710 USD | 502,856 USD | 90.60% | 90.60% |
11/07/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,568 USD | 501,784 USD | 98.90% | 98.90% |
10/07/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,200 USD | 501,600 USD | 99.24% | 99.24% |
09/07/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,492 USD | 499,746 USD | 99.35% | 99.35% |
08/07/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,105 USD | 501,052 USD | 98.85% | 98.85% |
05/07/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,910 USD | 502,957 USD | 99.35% | 99.35% |
04/07/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,786 USD | 502,393 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,200 USD | 503,602 USD | 90.95% | 90.95% |
02/07/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,550 USD | 503,276 USD | 99.35% | 99.35% |