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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/06/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,624 | 145,624 | 146,352 USD | 147,081 USD | 99.50% | 99.50% |
07/06/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 145,140 | 145,140 | 145,865 USD | 146,595 USD | 100.00% | 100.00% |
05/06/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,126 | 145,126 | 145,706 USD | 146,436 USD | 100.00% | 100.00% |
04/06/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,127 | 145,127 | 145,708 USD | 146,437 USD | 100.00% | 100.00% |
03/06/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,118 | 145,118 | 145,699 USD | 146,428 USD | 100.00% | 100.00% |
31/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,198 | 145,198 | 145,779 USD | 146,508 USD | 99.94% | 99.94% |
30/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,117 | 145,117 | 145,698 USD | 146,427 USD | 100.00% | 100.00% |
29/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,449 | 145,449 | 146,030 USD | 146,760 USD | 99.69% | 99.69% |
28/05/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 145,107 | 145,107 | 145,688 USD | 146,417 USD | 100.00% | 100.00% |
27/05/2024 | 0.50% | 100.40 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,200 USD | 50,450 USD | 76.65% | 76.65% |