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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.72% | 63.90 % | 64.30 % | 500'000 | 100'000 | 142'320 | 28'464 | 91'278 USD | 18'375 USD | 99.99% | 99.99% |
12.07.2024 | 0.73% | 64.10 % | 64.50 % | 500'000 | 100'000 | 145'116 | 29'023 | 92'898 USD | 18'701 USD | 100.00% | 100.00% |
11.07.2024 | 0.73% | 63.00 % | 63.40 % | 500'000 | 100'000 | 145'516 | 29'103 | 92'173 USD | 18'557 USD | 98.68% | 98.68% |
10.07.2024 | 0.76% | 61.90 % | 62.30 % | 500'000 | 100'000 | 145'130 | 29'026 | 89'803 USD | 18'083 USD | 100.00% | 100.00% |
09.07.2024 | 0.75% | 60.50 % | 60.90 % | 500'000 | 100'000 | 145'410 | 29'082 | 88'719 USD | 17'866 USD | 99.70% | 99.70% |
08.07.2024 | 0.75% | 61.70 % | 62.10 % | 500'000 | 100'000 | 145'837 | 29'167 | 90'261 USD | 18'175 USD | 99.26% | 99.26% |
05.07.2024 | 0.76% | 61.80 % | 62.20 % | 500'000 | 100'000 | 145'252 | 29'050 | 89'342 USD | 17'990 USD | 99.89% | 99.89% |
04.07.2024 | 0.73% | 61.80 % | 62.20 % | 50'000 | 10'000 | 49'673 | 9'935 | 30'602 USD | 6'165 USD | 99.58% | 99.58% |
03.07.2024 | 0.78% | 61.30 % | 61.70 % | 500'000 | 100'000 | 145'120 | 29'024 | 89'454 USD | 18'030 USD | 100.00% | 100.00% |
02.07.2024 | 0.75% | 61.50 % | 61.90 % | 500'000 | 100'000 | 145'088 | 29'018 | 89'954 USD | 18'113 USD | 99.99% | 99.99% |