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 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 24,347 | 24,347 | 24,707 USD | 24,951 USD | 98.54% | 98.54% |
12/07/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,290 USD | 25,538 USD | 99.95% | 99.95% |
11/07/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 25,210 | 25,210 | 25,715 USD | 25,967 USD | 99.12% | 99.12% |
10/07/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,284 USD | 25,533 USD | 95.59% | 95.59% |
09/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 25,714 | 25,714 | 25,993 USD | 26,250 USD | 88.36% | 88.36% |
08/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,272 USD | 23,502 USD | 97.31% | 97.31% |
05/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,323 USD | 28,602 USD | 90.10% | 90.10% |
04/07/2024 | 0.99% | 100.30 % | 101.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,025 USD | 10,125 USD | 99.47% | 99.47% |
03/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,645 USD | 14,792 USD | 99.67% | 99.67% |
02/07/2024 | 1.01% | 99.25 % | 100.20 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,514 USD | 24,762 USD | 100.00% | 100.00% |