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 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 24,346 | 24,346 | 24,162 USD | 24,405 USD | 98.55% | 98.55% |
12/07/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 24,814 | 24,814 | 24,571 USD | 24,819 USD | 99.95% | 99.95% |
11/07/2024 | 1.00% | 98.75 % | 99.75 % | 100,000 | 100,000 | 24,794 | 24,794 | 24,622 USD | 24,869 USD | 98.43% | 98.43% |
10/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 24,883 | 24,883 | 24,466 USD | 24,715 USD | 95.59% | 95.59% |
09/07/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 25,713 | 25,713 | 25,077 USD | 25,334 USD | 88.36% | 88.36% |
08/07/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 23,006 | 23,006 | 22,445 USD | 22,675 USD | 97.31% | 97.31% |
05/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 27,960 | 27,960 | 27,527 USD | 27,807 USD | 90.10% | 90.10% |
04/07/2024 | 1.02% | 97.95 % | 98.95 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,795 USD | 9,895 USD | 99.47% | 99.47% |
03/07/2024 | 1.03% | 98.60 % | 99.60 % | 100,000 | 100,000 | 14,628 | 14,628 | 14,230 USD | 14,376 USD | 99.67% | 99.67% |
02/07/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 24,735 | 24,735 | 23,809 USD | 24,056 USD | 99.86% | 99.86% |