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 | 1.37% | 103.50 % | 104.30 % | 500'000 | 500'000 | 143'394 | 143'394 | 148'478 USD | 149'933 USD | 97.95% | 97.95% |
19.11.2024 | 1.54% | 103.50 % | 104.50 % | 500'000 | 500'000 | 148'108 | 148'108 | 153'277 USD | 155'062 USD | 100.00% | 100.00% |
18.11.2024 | 1.55% | 103.50 % | 104.50 % | 500'000 | 500'000 | 147'441 | 147'441 | 152'717 USD | 154'497 USD | 100.00% | 100.00% |
15.11.2024 | 2.61% | 103.90 % | 104.70 % | 500'000 | 500'000 | 146'122 | 146'122 | 151'707 USD | 153'810 USD | 100.00% | 100.00% |
14.11.2024 | 1.86% | 103.80 % | 104.60 % | 500'000 | 500'000 | 140'279 | 140'279 | 145'589 USD | 147'196 USD | 98.48% | 98.48% |
13.11.2024 | 2.02% | 102.90 % | 105.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 51'450 USD | 52'499 USD | 37.94% | 37.94% |
12.11.2024 | 0.99% | 102.70 % | 103.70 % | 500'000 | 500'000 | 148'001 | 148'001 | 152'056 USD | 153'546 USD | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.90 % | 103.70 % | 500'000 | 500'000 | 148'124 | 148'124 | 152'390 USD | 153'575 USD | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 148'160 | 148'160 | 152'111 USD | 153'296 USD | 100.00% | 100.00% |
07.11.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 149'363 | 149'363 | 153'218 USD | 154'712 USD | 98.58% | 98.58% |