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 | 1.07% | 92.80 % | 93.80 % | 100'000 | 100'000 | 43'797 | 43'797 | 40'697 USD | 41'135 USD | 41.83% | 98.54% |
12.07.2024 | 1.06% | 93.85 % | 94.85 % | 100'000 | 100'000 | 24'666 | 24'666 | 23'040 USD | 23'287 USD | 99.76% | 99.76% |
11.07.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 25'209 | 25'209 | 23'396 USD | 23'648 USD | 99.12% | 99.12% |
10.07.2024 | 1.07% | 91.95 % | 92.95 % | 100'000 | 100'000 | 24'883 | 24'883 | 22'997 USD | 23'246 USD | 95.59% | 95.59% |
09.07.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 24'915 | 24'915 | 23'366 USD | 23'615 USD | 87.48% | 87.48% |
08.07.2024 | 1.04% | 94.05 % | 95.05 % | 100'000 | 100'000 | 23'006 | 23'006 | 21'808 USD | 22'038 USD | 97.31% | 97.31% |
05.07.2024 | 1.04% | 95.15 % | 96.15 % | 100'000 | 100'000 | 27'960 | 27'960 | 26'617 USD | 26'897 USD | 90.10% | 90.10% |
04.07.2024 | 1.04% | 95.20 % | 96.20 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'528 USD | 9'628 USD | 99.47% | 99.47% |
03.07.2024 | 1.04% | 95.00 % | 96.00 % | 100'000 | 100'000 | 14'628 | 14'628 | 13'927 USD | 14'073 USD | 99.67% | 99.67% |
02.07.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 24'715 | 24'715 | 23'472 USD | 23'719 USD | 99.99% | 99.99% |