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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.50% | 70.15 % | 70.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 700'973 USD | 352'237 USD | 0.02% | 0.02% |
22.11.2024 | 0.53% | 66.65 % | 67.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 658'757 USD | 331'129 USD | 54.73% | 54.73% |
20.11.2024 | 0.48% | 62.15 % | 62.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 621'107 USD | 312'053 USD | 84.34% | 84.34% |
19.11.2024 | 0.49% | 60.30 % | 60.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 605'438 USD | 304'219 USD | 95.75% | 95.75% |
18.11.2024 | 0.50% | 60.35 % | 60.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 603'773 USD | 303'386 USD | 89.16% | 89.16% |
15.11.2024 | 0.49% | 61.35 % | 61.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 613'372 USD | 308'186 USD | 0.03% | 0.03% |
14.11.2024 | 0.53% | 65.95 % | 66.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 660'266 USD | 331'883 USD | 88.06% | 88.15% |
13.11.2024 | 0.53% | 66.95 % | 67.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 652'210 USD | 327'823 USD | 87.06% | 87.06% |
12.11.2024 | 0.52% | 65.75 % | 66.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 667'629 USD | 335'564 USD | 85.06% | 85.06% |
11.11.2024 | 0.53% | 67.55 % | 67.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 658'968 USD | 331'234 USD | 55.41% | 93.55% |