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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,760 USD | 497,380 USD | 99.35% | 99.35% |
28/08/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,094 USD | 498,547 USD | 99.35% | 99.35% |
27/08/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,974 USD | 499,987 USD | 99.35% | 99.35% |
26/08/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,732 USD | 498,866 USD | 99.35% | 99.35% |
23/08/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,085 USD | 495,043 USD | 99.53% | 99.53% |
22/08/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,633 USD | 493,816 USD | 98.56% | 98.56% |
21/08/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,947 USD | 494,974 USD | 99.35% | 99.35% |
20/08/2024 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,587 USD | 499,294 USD | 99.35% | 99.35% |
19/08/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,856 USD | 498,928 USD | 99.35% | 99.35% |
16/08/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,539 USD | 497,770 USD | 99.52% | 99.52% |