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 | 0.50% | 99.80 % | 100.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'322 USD | 501'661 USD | 97.13% | 97.13% |
19.11.2024 | 0.50% | 99.85 % | 100.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'713 USD | 501'857 USD | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'176 USD | 502'088 USD | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'992 USD | 501'996 USD | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.95 % | 100.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 999'500 USD | 502'250 USD | 97.71% | 97.71% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'913 USD | 501'956 USD | 99.37% | 99.37% |
12.11.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'001'290 USD | 503'144 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000'510 USD | 502'753 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'070 USD | 501'535 USD | 98.30% | 98.30% |
07.11.2024 | 0.50% | 99.75 % | 100.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'425 USD | 501'213 USD | 98.97% | 98.97% |