DAI!!!!
Questo DAI a volte è una parola vuota. Si usa in tantissimi modi:
andiamo dai! -> let's go, come on!
andiamo a bere un caffè dai! -> a proposal
Sto bene dai = in this case I would say that your friend is not 100% ok, otherwise she would simply say " BENE!"
I would translate it in : I am ok, despite everything.
As you might know, us italian are ALWAYS FINE ! it means that when they ask us how we are, we always answer BENE, and never MALE.
Buono studio dell'italiano!
Irene