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% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,259 USD | 498,130 USD | 91.33% | 91.33% |
12/07/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,143 USD | 496,071 USD | 90.95% | 90.95% |
11/07/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,898 USD | 490,949 USD | 96.74% | 96.74% |
10/07/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,550 USD | 489,775 USD | 96.51% | 96.51% |
09/07/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,069 USD | 493,534 USD | 97.65% | 97.65% |
08/07/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,649 USD | 496,325 USD | 98.00% | 98.00% |
05/07/2024 | 0.50% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,897 USD | 497,448 USD | 58.38% | 58.38% |
04/07/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,691 USD | 498,345 USD | 99.35% | 99.35% |
03/07/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,633 USD | 498,316 USD | 96.00% | 96.00% |
02/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,115 USD | 496,057 USD | 92.80% | 92.80% |