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 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 143'713 | 143'713 | 142'419 USD | 143'569 USD | 97.95% | 97.95% |
19.11.2024 | 1.01% | 99.00 % | 100.00 % | 500'000 | 500'000 | 148'254 | 148'254 | 146'748 USD | 148'231 USD | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 148'200 | 148'200 | 146'414 USD | 147'896 USD | 100.00% | 100.00% |
15.11.2024 | 0.85% | 99.20 % | 100.00 % | 500'000 | 500'000 | 144'366 | 144'366 | 143'310 USD | 144'483 USD | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'121 | 148'121 | 147'380 USD | 148'565 USD | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 147'946 | 147'946 | 147'228 USD | 148'709 USD | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 148'331 | 148'331 | 147'439 USD | 148'923 USD | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 148'215 | 148'215 | 147'431 USD | 148'617 USD | 100.00% | 100.00% |
08.11.2024 | 1.16% | 99.10 % | 99.90 % | 500'000 | 500'000 | 144'427 | 144'427 | 143'091 USD | 144'398 USD | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 148'990 | 148'990 | 147'645 USD | 149'135 USD | 99.24% | 99.24% |