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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.40% | 104.10 % | 104.50 % | 500'000 | 500'000 | 144'850 | 144'850 | 150'789 USD | 151'372 USD | 100.00% | 100.00% |
02.12.2024 | 0.43% | 104.10 % | 104.50 % | 500'000 | 500'000 | 143'830 | 143'830 | 149'726 USD | 150'306 USD | 100.00% | 100.00% |
29.11.2024 | 0.68% | 104.00 % | 104.61 % | 350'000 | 350'000 | 115'645 | 115'645 | 120'325 USD | 120'919 USD | 99.57% | 99.57% |
28.11.2024 | 0.38% | 104.10 % | 104.50 % | 50'000 | 50'000 | 49'995 | 49'995 | 52'045 USD | 52'245 USD | 100.00% | 100.00% |
27.11.2024 | 0.53% | 104.00 % | 104.61 % | 350'000 | 350'000 | 135'250 | 135'250 | 140'768 USD | 141'367 USD | 99.76% | 99.76% |
26.11.2024 | 0.40% | 104.10 % | 104.50 % | 500'000 | 500'000 | 145'163 | 145'163 | 151'115 USD | 151'696 USD | 99.42% | 99.42% |
25.11.2024 | 0.42% | 104.10 % | 104.50 % | 500'000 | 500'000 | 139'217 | 139'217 | 144'910 USD | 145'500 USD | 99.72% | 99.72% |
22.11.2024 | 0.40% | 104.10 % | 104.50 % | 500'000 | 500'000 | 147'301 | 147'301 | 153'341 USD | 153'930 USD | 100.00% | 100.00% |
20.11.2024 | 0.40% | 104.20 % | 104.60 % | 500'000 | 500'000 | 146'142 | 146'142 | 152'279 USD | 152'865 USD | 99.64% | 99.64% |
19.11.2024 | 0.90% | 104.20 % | 104.60 % | 500'000 | 500'000 | 130'629 | 130'629 | 136'113 USD | 136'768 USD | 100.00% | 100.00% |