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 | 1.11% | 88.45 % | 89.45 % | 100'000 | 100'000 | 27'241 | 27'241 | 24'331 USD | 24'603 USD | 97.86% | 97.86% |
19.11.2024 | 1.12% | 89.10 % | 90.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'005 USD | 90'005 USD | 12.66% | 12.66% |
18.11.2024 | 1.12% | 88.85 % | 89.85 % | 100'000 | 100'000 | 27'301 | 27'301 | 24'308 USD | 24'581 USD | 97.53% | 97.53% |
15.11.2024 | 1.08% | 89.60 % | 90.60 % | 100'000 | 100'000 | 23'962 | 23'962 | 21'668 USD | 21'908 USD | 92.36% | 92.36% |
14.11.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 26'961 | 26'961 | 25'248 USD | 25'518 USD | 99.48% | 99.48% |
13.11.2024 | 1.07% | 93.30 % | 94.30 % | 100'000 | 100'000 | 28'745 | 28'745 | 26'770 USD | 27'058 USD | 90.01% | 90.01% |
12.11.2024 | 1.06% | 93.15 % | 94.15 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'376 USD | 25'647 USD | 98.40% | 98.40% |
11.11.2024 | 1.06% | 93.85 % | 94.85 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'385 USD | 9'485 USD | 88.22% | 88.22% |
08.11.2024 | 1.06% | 93.85 % | 94.85 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'546 USD | 25'817 USD | 98.34% | 98.34% |
07.11.2024 | 1.06% | 94.35 % | 95.35 % | 100'000 | 100'000 | 23'259 | 23'259 | 21'888 USD | 22'120 USD | 92.73% | 92.73% |