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 | 0.49% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,067 USD | 507,567 USD | 99.36% | 99.36% |
12/07/2024 | 0.50% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,515 USD | 506,015 USD | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,483 USD | 502,983 USD | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,991 USD | 497,491 USD | 99.38% | 99.38% |
09/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,851 USD | 498,351 USD | 99.38% | 99.38% |
08/07/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,646 USD | 497,146 USD | 99.37% | 99.37% |
05/07/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,712 USD | 497,212 USD | 60.82% | 60.82% |