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 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'351 USD | 26'624 USD | 97.86% | 97.86% |
19.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'546 USD | 97'546 USD | 12.66% | 12.66% |
18.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 27'301 | 27'301 | 26'327 USD | 26'600 USD | 97.53% | 97.53% |
15.11.2024 | 1.02% | 96.65 % | 97.65 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'227 USD | 26'498 USD | 98.77% | 98.77% |
14.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'536 USD | 26'806 USD | 99.48% | 99.48% |
13.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 28'669 | 28'669 | 28'162 USD | 28'448 USD | 90.38% | 90.38% |
12.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'733 USD | 27'004 USD | 98.40% | 98.40% |
11.11.2024 | 1.01% | 98.70 % | 99.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'870 USD | 9'970 USD | 88.22% | 88.22% |
08.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'827 USD | 27'098 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 23'464 | 23'464 | 23'189 USD | 23'424 USD | 92.85% | 92.85% |