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 | 0.88% | 90.90 % | 91.70 % | 500'000 | 500'000 | 148'186 | 148'186 | 134'475 USD | 135'661 USD | 100.00% | 100.00% |
12.07.2024 | 1.09% | 91.80 % | 92.80 % | 500'000 | 500'000 | 152'077 | 152'077 | 139'375 USD | 140'897 USD | 92.85% | 92.85% |
11.07.2024 | 1.09% | 92.20 % | 93.20 % | 500'000 | 500'000 | 149'320 | 149'320 | 137'445 USD | 138'939 USD | 98.67% | 98.67% |
10.07.2024 | 0.83% | 94.70 % | 95.50 % | 500'000 | 500'000 | 146'774 | 146'774 | 139'645 USD | 140'819 USD | 99.58% | 99.58% |
09.07.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 146'729 | 146'729 | 140'671 USD | 141'844 USD | 99.59% | 99.59% |
08.07.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 148'311 | 148'311 | 143'056 USD | 144'539 USD | 100.00% | 100.00% |
05.07.2024 | 1.04% | 96.20 % | 97.20 % | 500'000 | 500'000 | 148'223 | 148'223 | 142'567 USD | 144'049 USD | 100.00% | 100.00% |
04.07.2024 | 0.83% | 96.40 % | 97.20 % | 50'000 | 50'000 | 49'611 | 49'611 | 47'774 USD | 48'172 USD | 98.64% | 98.64% |
03.07.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 148'261 | 148'261 | 143'018 USD | 144'204 USD | 100.00% | 100.00% |
02.07.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 148'124 | 148'124 | 141'617 USD | 143'098 USD | 99.98% | 99.98% |