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 | 0.95% | 104.20 % | 105.20 % | 100'000 | 100'000 | 22'430 | 22'430 | 23'408 USD | 23'632 USD | 37.80% | 37.80% |
12.07.2024 | 0.95% | 104.30 % | 105.30 % | 100'000 | 100'000 | 43'449 | 43'449 | 45'343 USD | 45'778 USD | 24.50% | 24.50% |
11.07.2024 | 0.96% | 104.10 % | 105.10 % | 100'000 | 100'000 | 25'867 | 25'867 | 26'863 USD | 27'122 USD | 37.52% | 37.52% |
10.07.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 27'898 | 27'898 | 28'914 USD | 29'193 USD | 51.19% | 51.19% |
09.07.2024 | 0.96% | 103.60 % | 104.60 % | 100'000 | 100'000 | 22'543 | 22'543 | 23'350 USD | 23'575 USD | 38.64% | 38.64% |
08.07.2024 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 35'388 | 35'388 | 36'697 USD | 37'051 USD | 12.46% | 12.46% |
05.07.2024 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 22'153 | 22'153 | 22'975 USD | 23'196 USD | 48.44% | 48.44% |
04.07.2024 | 0.96% | 103.60 % | 104.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'360 USD | 10'460 USD | 78.93% | 78.93% |
03.07.2024 | 0.96% | 103.80 % | 104.80 % | 100'000 | 100'000 | 11'182 | 11'182 | 11'599 USD | 11'711 USD | 62.89% | 62.89% |
02.07.2024 | 0.96% | 104.10 % | 105.10 % | 100'000 | 100'000 | 24'252 | 24'252 | 25'248 USD | 25'490 USD | 74.47% | 74.47% |