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% | 100.30 % | 100.80 % | 500,000 | 500,000 | 145,128 | 145,128 | 145,508 USD | 146,237 USD | 100.00% | 100.00% |
12/07/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,122 | 145,122 | 145,623 USD | 146,352 USD | 100.00% | 100.00% |
11/07/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 144,893 | 144,893 | 145,259 USD | 145,988 USD | 100.00% | 100.00% |
10/07/2024 | 0.52% | 100.60 % | 101.10 % | 500,000 | 500,000 | 145,041 | 145,041 | 145,769 USD | 146,498 USD | 100.00% | 100.00% |
09/07/2024 | 0.52% | 100.00 % | 100.50 % | 500,000 | 500,000 | 145,020 | 145,020 | 145,164 USD | 145,893 USD | 100.00% | 100.00% |
08/07/2024 | 0.51% | 99.40 % | 99.90 % | 500,000 | 500,000 | 144,626 | 144,626 | 144,095 USD | 144,821 USD | 99.51% | 99.51% |
05/07/2024 | 0.52% | 99.60 % | 100.10 % | 500,000 | 500,000 | 145,149 | 145,149 | 144,137 USD | 144,867 USD | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.50 % | 99.00 % | 50,000 | 50,000 | 49,533 | 49,533 | 48,877 USD | 49,127 USD | 99.45% | 99.45% |
03/07/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 144,960 | 144,960 | 143,057 USD | 143,786 USD | 100.00% | 100.00% |
02/07/2024 | 0.53% | 98.00 % | 98.50 % | 500,000 | 500,000 | 144,910 | 144,910 | 141,739 USD | 142,468 USD | 100.00% | 100.00% |