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 | 0.77% | 104.05 % | 104.85 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'860 USD | 125'820 USD | 26.70% | 26.70% |
19.11.2024 | 0.77% | 104.00 % | 104.80 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'800 USD | 125'760 USD | 100.00% | 100.00% |
18.11.2024 | 0.77% | 104.00 % | 104.80 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'800 USD | 125'760 USD | 69.60% | 69.60% |
15.11.2024 | 0.77% | 104.00 % | 104.80 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'800 USD | 125'760 USD | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.95 % | 104.75 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'740 USD | 125'700 USD | 100.00% | 100.00% |
13.11.2024 | 0.77% | 103.95 % | 104.75 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'740 USD | 125'700 USD | 100.00% | 100.00% |
12.11.2024 | 0.77% | 103.90 % | 104.70 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'680 USD | 125'640 USD | 65.54% | 65.54% |
11.11.2024 | 0.77% | 103.90 % | 104.70 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'680 USD | 125'640 USD | 61.44% | 61.44% |
08.11.2024 | 0.77% | 103.90 % | 104.70 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'680 USD | 125'640 USD | 65.54% | 65.54% |
07.11.2024 | 0.77% | 103.90 % | 104.70 % | 120'000 | 120'000 | 120'000 | 120'000 | 124'680 USD | 125'640 USD | 63.05% | 63.05% |