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 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,710 USD | 493,355 USD | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,794 USD | 491,897 USD | 99.36% | 99.36% |
11/07/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,271 USD | 492,136 USD | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,449 USD | 492,225 USD | 99.37% | 99.37% |
09/07/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,073 USD | 493,037 USD | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,233 USD | 494,117 USD | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,771 USD | 494,386 USD | 99.37% | 99.37% |