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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 8.46% | 23.40 % | 25.50 % | 750'000 | 750'000 | 220'515 | 220'515 | 51'758 USD | 56'327 USD | 99.01% | 99.01% |
19.11.2024 | 8.11% | 24.30 % | 26.30 % | 750'000 | 750'000 | 220'886 | 220'886 | 54'209 USD | 58'748 USD | 100.00% | 100.00% |
18.11.2024 | 8.62% | 24.30 % | 26.40 % | 750'000 | 750'000 | 219'787 | 219'787 | 52'299 USD | 56'931 USD | 99.77% | 99.77% |
15.11.2024 | 8.38% | 22.90 % | 25.00 % | 750'000 | 750'000 | 215'542 | 215'542 | 50'908 USD | 55'507 USD | 99.03% | 99.03% |
14.11.2024 | 7.84% | 27.00 % | 28.90 % | 750'000 | 750'000 | 218'548 | 218'548 | 57'576 USD | 62'237 USD | 99.10% | 99.10% |
13.11.2024 | 7.87% | 27.50 % | 29.50 % | 750'000 | 750'000 | 217'267 | 217'267 | 59'479 USD | 64'129 USD | 100.00% | 100.00% |
12.11.2024 | 7.64% | 27.30 % | 29.50 % | 750'000 | 750'000 | 217'242 | 217'242 | 60'248 USD | 64'830 USD | 100.00% | 100.00% |
11.11.2024 | 6.95% | 28.30 % | 30.30 % | 750'000 | 750'000 | 217'476 | 217'476 | 63'815 USD | 68'308 USD | 99.87% | 99.87% |
08.11.2024 | 6.52% | 31.30 % | 33.30 % | 750'000 | 750'000 | 217'248 | 217'248 | 71'423 USD | 76'026 USD | 100.00% | 100.00% |
07.11.2024 | 6.25% | 35.50 % | 37.60 % | 750'000 | 750'000 | 216'603 | 216'603 | 78'616 USD | 83'321 USD | 98.60% | 98.60% |