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 | 1.13% | 86.95 % | 87.95 % | 100'000 | 100'000 | 24'375 | 24'375 | 21'219 USD | 21'463 USD | 98.35% | 98.35% |
12.07.2024 | 1.15% | 87.10 % | 88.10 % | 100'000 | 100'000 | 24'814 | 24'814 | 21'451 USD | 21'699 USD | 99.95% | 99.95% |
11.07.2024 | 1.17% | 85.40 % | 86.40 % | 100'000 | 100'000 | 25'003 | 25'003 | 21'329 USD | 21'579 USD | 98.79% | 98.79% |
10.07.2024 | 1.16% | 85.05 % | 86.05 % | 100'000 | 100'000 | 24'883 | 24'883 | 21'312 USD | 21'560 USD | 95.59% | 95.59% |
09.07.2024 | 1.13% | 86.70 % | 87.70 % | 100'000 | 100'000 | 25'705 | 25'705 | 22'471 USD | 22'728 USD | 88.41% | 88.41% |
08.07.2024 | 1.11% | 88.80 % | 89.80 % | 100'000 | 100'000 | 23'006 | 23'006 | 20'533 USD | 20'763 USD | 97.31% | 97.31% |
05.07.2024 | 1.11% | 89.30 % | 90.30 % | 100'000 | 100'000 | 27'960 | 27'960 | 24'988 USD | 25'267 USD | 90.10% | 90.10% |
04.07.2024 | 1.11% | 89.75 % | 90.75 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'981 USD | 9'081 USD | 99.47% | 99.47% |
03.07.2024 | 1.10% | 89.65 % | 90.65 % | 100'000 | 100'000 | 14'628 | 14'628 | 13'169 USD | 13'316 USD | 99.67% | 99.67% |
02.07.2024 | 1.10% | 90.00 % | 91.00 % | 100'000 | 100'000 | 24'715 | 24'715 | 22'260 USD | 22'507 USD | 100.00% | 100.00% |