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 | 0.51% | 98.35 % | 98.85 % | 800'000 | 500'000 | 800'000 | 500'000 | 786'830 USD | 494'268 USD | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 800'000 | 500'000 | 800'000 | 500'000 | 788'105 USD | 495'066 USD | 100.00% | 100.00% |
18.11.2024 | 0.50% | 98.85 % | 99.35 % | 800'000 | 500'000 | 800'000 | 500'000 | 791'323 USD | 497'077 USD | 100.00% | 100.00% |
15.11.2024 | 0.50% | 98.85 % | 99.35 % | 800'000 | 500'000 | 800'000 | 500'000 | 790'512 USD | 496'570 USD | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.70 % | 99.20 % | 800'000 | 500'000 | 800'000 | 500'000 | 787'225 USD | 494'516 USD | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.10 % | 98.60 % | 800'000 | 500'000 | 800'000 | 500'000 | 783'082 USD | 491'927 USD | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.55 % | 98.05 % | 800'000 | 500'000 | 800'000 | 500'000 | 782'464 USD | 491'540 USD | 94.65% | 94.65% |
11.11.2024 | 0.51% | 98.50 % | 99.00 % | 800'000 | 500'000 | 800'000 | 500'000 | 787'543 USD | 494'714 USD | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.15 % | 98.65 % | 800'000 | 500'000 | 800'000 | 500'000 | 789'218 USD | 495'761 USD | 97.39% | 97.39% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 800'000 | 500'000 | 800'000 | 500'000 | 794'319 USD | 498'950 USD | 99.84% | 99.84% |