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 | 1.81% | 97.91 % | 99.70 % | 25,000 | 25,000 | 9,263 | 9,263 | 9,074 USD | 9,239 USD | 98.16% | 98.16% |
12/07/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 79,474 | 79,474 | 78,240 USD | 78,877 USD | 99.64% | 99.64% |
11/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 133,707 | 133,707 | 132,141 USD | 133,480 USD | 100.00% | 100.00% |
10/07/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,564 | 148,564 | 147,084 USD | 148,571 USD | 99.44% | 99.44% |