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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0.40% | 104.90 % | 105.30 % | 500,000 | 500,000 | 144,589 | 144,589 | 151,752 USD | 152,335 USD | 100.00% | 100.00% |
14/06/2024 | 0.39% | 105.10 % | 105.50 % | 500,000 | 500,000 | 145,510 | 145,510 | 152,931 USD | 153,516 USD | 99.46% | 99.46% |
13/06/2024 | 0.40% | 105.10 % | 105.50 % | 500,000 | 500,000 | 145,530 | 145,530 | 152,975 USD | 153,562 USD | 99.26% | 99.26% |
12/06/2024 | 0.39% | 105.20 % | 105.60 % | 500,000 | 500,000 | 145,041 | 145,041 | 152,449 USD | 153,032 USD | 100.00% | 100.00% |
11/06/2024 | 0.39% | 104.90 % | 105.30 % | 500,000 | 500,000 | 145,151 | 145,151 | 152,264 USD | 152,847 USD | 100.00% | 100.00% |
10/06/2024 | 0.43% | 104.90 % | 105.30 % | 500,000 | 500,000 | 189,902 | 189,902 | 199,202 USD | 199,972 USD | 64.53% | 64.53% |
07/06/2024 | 0.40% | 104.90 % | 105.30 % | 500,000 | 500,000 | 144,820 | 144,820 | 152,000 USD | 152,583 USD | 100.00% | 100.00% |
05/06/2024 | 0.40% | 105.10 % | 105.50 % | 500,000 | 500,000 | 144,510 | 144,510 | 151,851 USD | 152,434 USD | 100.00% | 100.00% |
04/06/2024 | 0.39% | 105.00 % | 105.40 % | 500,000 | 500,000 | 145,028 | 145,028 | 152,279 USD | 152,863 USD | 100.00% | 100.00% |
03/06/2024 | 0.39% | 104.90 % | 105.30 % | 500,000 | 500,000 | 145,097 | 145,097 | 152,202 USD | 152,785 USD | 100.00% | 100.00% |