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 | 0.52% | 94.35 % | 94.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'056 USD | 477'988 USD | 96.67% | 96.67% |
12.07.2024 | 0.52% | 94.70 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'216 USD | 477'595 USD | 96.23% | 96.23% |
11.07.2024 | 0.52% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'205 USD | 478'103 USD | 99.35% | 99.35% |
10.07.2024 | 0.49% | 94.90 % | 95.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'719 USD | 475'663 USD | 95.73% | 95.73% |
09.07.2024 | 0.48% | 94.15 % | 94.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'815 USD | 472'657 USD | 95.35% | 95.35% |
08.07.2024 | 0.48% | 93.60 % | 94.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 936'044 USD | 470'272 USD | 99.35% | 99.35% |
05.07.2024 | 0.48% | 93.10 % | 93.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 937'985 USD | 471'242 USD | 92.08% | 92.08% |
04.07.2024 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'689 USD | 472'595 USD | 99.35% | 99.35% |
03.07.2024 | 0.48% | 93.30 % | 93.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'487 USD | 472'494 USD | 95.91% | 95.91% |
02.07.2024 | 0.52% | 94.05 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'429 USD | 477'175 USD | 97.78% | 97.78% |