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 | 1.20% | 81.25 % | 82.25 % | 100'000 | 100'000 | 27'241 | 27'241 | 22'423 USD | 22'696 USD | 97.86% | 97.86% |
19.11.2024 | 1.22% | 82.15 % | 83.15 % | 100'000 | 100'000 | 27'865 | 27'865 | 22'719 USD | 22'998 USD | 94.45% | 94.45% |
18.11.2024 | 1.22% | 81.75 % | 82.75 % | 100'000 | 100'000 | 27'300 | 27'300 | 22'370 USD | 22'643 USD | 97.53% | 97.53% |
15.11.2024 | 1.14% | 83.70 % | 84.70 % | 100'000 | 100'000 | 13'521 | 13'521 | 11'662 USD | 11'797 USD | 81.21% | 81.21% |
14.11.2024 | 1.10% | 89.75 % | 90.75 % | 100'000 | 100'000 | 64'229 | 64'229 | 57'655 USD | 58'297 USD | 28.91% | 28.91% |
13.11.2024 | 1.12% | 89.10 % | 90.10 % | 100'000 | 100'000 | 28'405 | 28'405 | 25'220 USD | 25'504 USD | 91.67% | 91.67% |
12.11.2024 | 1.11% | 88.95 % | 89.95 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'251 USD | 24'523 USD | 98.40% | 98.40% |
11.11.2024 | 1.10% | 90.65 % | 91.65 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'065 USD | 9'165 USD | 88.22% | 88.22% |
08.11.2024 | 1.09% | 90.70 % | 91.70 % | 100'000 | 100'000 | 27'158 | 27'158 | 24'766 USD | 25'037 USD | 98.34% | 98.34% |
07.11.2024 | 1.09% | 91.55 % | 92.55 % | 100'000 | 100'000 | 23'255 | 23'255 | 21'236 USD | 21'468 USD | 92.72% | 92.72% |