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 | 0.99% | 99.70 % | 101.50 % | 500'000 | 1'000'000 | 500'000 | 1'000'000 | 502'500 USD | 1'015'000 USD | 0.03% | 97.94% |
19.11.2024 | 0.81% | 99.40 % | 99.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 494'548 USD | 99'710 USD | 73.22% | 100.00% |
18.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 494'021 USD | 99'604 USD | 100.00% | 100.00% |
15.11.2024 | 0.81% | 99.30 % | 100.10 % | 500'000 | 100'000 | 493'794 | 98'759 | 493'364 USD | 99'469 USD | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'414 USD | 101'283 USD | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'518 USD | 100'904 USD | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'248 USD | 101'050 USD | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'161 USD | 101'432 USD | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.10 % | 100.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'476 USD | 101'095 USD | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'525 USD | 101'105 USD | 99.23% | 99.23% |