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 | 0.51% | 102.70 % | 103.20 % | 500,000 | 500,000 | 145,131 | 145,131 | 149,049 USD | 149,780 USD | 99.45% | 99.45% |
14/06/2024 | 0.50% | 102.70 % | 103.20 % | 500,000 | 500,000 | 145,510 | 145,510 | 149,439 USD | 150,171 USD | 99.46% | 99.46% |
13/06/2024 | 0.51% | 102.70 % | 103.20 % | 500,000 | 500,000 | 145,537 | 145,537 | 149,466 USD | 150,198 USD | 99.26% | 99.26% |
12/06/2024 | 0.50% | 102.80 % | 103.30 % | 500,000 | 500,000 | 145,041 | 145,041 | 149,069 USD | 149,798 USD | 100.00% | 100.00% |
11/06/2024 | 0.50% | 102.70 % | 103.20 % | 500,000 | 500,000 | 145,151 | 145,151 | 149,071 USD | 149,800 USD | 100.00% | 100.00% |
10/06/2024 | 0.53% | 102.80 % | 103.30 % | 500,000 | 500,000 | 189,901 | 189,901 | 195,213 USD | 196,173 USD | 64.53% | 64.53% |
07/06/2024 | 0.51% | 102.80 % | 103.30 % | 500,000 | 500,000 | 144,834 | 144,834 | 148,888 USD | 149,617 USD | 99.99% | 99.99% |
05/06/2024 | 0.51% | 102.90 % | 103.40 % | 500,000 | 500,000 | 144,510 | 144,510 | 148,700 USD | 149,429 USD | 100.00% | 100.00% |
04/06/2024 | 0.50% | 102.90 % | 103.40 % | 500,000 | 500,000 | 145,028 | 145,028 | 149,233 USD | 149,962 USD | 100.00% | 100.00% |
03/06/2024 | 0.50% | 102.80 % | 103.30 % | 500,000 | 500,000 | 145,096 | 145,096 | 149,159 USD | 149,888 USD | 100.00% | 100.00% |