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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,500 USD | 505,250 USD | 99.35% | 99.35% |
13/06/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,500 USD | 505,250 USD | 99.28% | 99.28% |
12/06/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,000 USD | 505,500 USD | 98.94% | 98.94% |
11/06/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,000 USD | 505,500 USD | 99.35% | 99.35% |
10/06/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,000 USD | 505,500 USD | 95.28% | 95.28% |
07/06/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,000 USD | 505,500 USD | 99.35% | 99.35% |
05/06/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,440 USD | 505,718 USD | 99.33% | 99.33% |
04/06/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,500 USD | 505,748 USD | 99.35% | 99.35% |
03/06/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,050 USD | 505,523 USD | 92.34% | 92.34% |
31/05/2024 | 0.50% | 100.60 % | 101.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,040 USD | 505,521 USD | 99.35% | 99.35% |