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 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 24'357 | 24'357 | 22'838 USD | 23'082 USD | 98.47% | 98.47% |
12.07.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 24'814 | 24'814 | 23'271 USD | 23'519 USD | 99.95% | 99.95% |
11.07.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 25'209 | 25'209 | 23'448 USD | 23'700 USD | 99.12% | 99.12% |
10.07.2024 | 1.08% | 92.80 % | 93.80 % | 100'000 | 100'000 | 24'883 | 24'883 | 23'074 USD | 23'323 USD | 95.59% | 95.59% |
09.07.2024 | 1.08% | 91.05 % | 92.05 % | 100'000 | 100'000 | 25'703 | 25'703 | 23'553 USD | 23'810 USD | 88.40% | 88.40% |
08.07.2024 | 1.07% | 92.30 % | 93.30 % | 100'000 | 100'000 | 23'006 | 23'006 | 21'276 USD | 21'506 USD | 97.31% | 97.31% |
05.07.2024 | 1.08% | 92.00 % | 93.00 % | 100'000 | 100'000 | 27'960 | 27'960 | 25'658 USD | 25'938 USD | 90.10% | 90.10% |
04.07.2024 | 1.08% | 91.45 % | 92.45 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'168 USD | 9'268 USD | 99.47% | 99.47% |
03.07.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 14'628 | 14'628 | 13'430 USD | 13'576 USD | 99.67% | 99.67% |
02.07.2024 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 24'715 | 24'715 | 22'776 USD | 23'024 USD | 100.00% | 100.00% |