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 | 0.53% | 97.90 % | 98.40 % | 500,000 | 500,000 | 145,133 | 145,133 | 141,780 USD | 142,509 USD | 100.00% | 100.00% |
12/07/2024 | 0.53% | 97.90 % | 98.40 % | 500,000 | 500,000 | 144,958 | 144,958 | 141,817 USD | 142,546 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 145,061 | 145,061 | 143,664 USD | 144,393 USD | 99.98% | 99.98% |
10/07/2024 | 0.52% | 99.20 % | 99.70 % | 500,000 | 500,000 | 145,132 | 145,132 | 143,977 USD | 144,706 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,140 | 144,760 | 144,003 USD | 144,354 USD | 100.00% | 100.00% |
08/07/2024 | 0.52% | 99.10 % | 99.60 % | 500,000 | 500,000 | 145,128 | 145,128 | 144,169 USD | 144,899 USD | 100.00% | 100.00% |
05/07/2024 | 0.52% | 99.50 % | 100.00 % | 500,000 | 500,000 | 145,132 | 145,132 | 143,587 USD | 144,316 USD | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.50 % | 99.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,197 USD | 49,447 USD | 99.45% | 99.45% |
03/07/2024 | 0.59% | 98.30 % | 98.80 % | 500,000 | 500,000 | 144,486 | 144,486 | 142,030 USD | 142,760 USD | 99.09% | 99.09% |
02/07/2024 | 0.53% | 98.10 % | 98.60 % | 500,000 | 500,000 | 145,133 | 145,133 | 142,275 USD | 143,004 USD | 100.00% | 100.00% |