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 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'358 USD | 26'630 USD | 97.86% | 97.86% |
19.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'956 USD | 27'235 USD | 94.45% | 94.45% |
18.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 27'308 | 27'308 | 26'439 USD | 26'712 USD | 97.49% | 97.49% |
15.11.2024 | 1.02% | 96.75 % | 97.75 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'302 USD | 26'573 USD | 98.77% | 98.77% |
14.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'272 USD | 26'542 USD | 99.48% | 99.48% |
13.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 28'942 | 28'942 | 28'181 USD | 28'470 USD | 89.07% | 89.07% |
12.11.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'505 USD | 26'776 USD | 98.40% | 98.40% |
11.11.2024 | 1.02% | 97.50 % | 98.50 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'750 USD | 9'850 USD | 88.17% | 88.17% |
08.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'473 USD | 26'745 USD | 98.34% | 98.34% |
07.11.2024 | 1.03% | 97.20 % | 98.20 % | 100'000 | 100'000 | 24'026 | 24'026 | 23'340 USD | 23'580 USD | 93.74% | 93.74% |