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 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'650 USD | 99'650 USD | 12.39% | 12.39% |
19.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'494 USD | 27'773 USD | 94.45% | 94.45% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 27'308 | 27'308 | 26'942 USD | 27'215 USD | 97.49% | 97.49% |
15.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'716 USD | 26'986 USD | 98.77% | 98.77% |
14.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'605 USD | 26'875 USD | 99.48% | 99.48% |
13.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 29'020 | 29'020 | 28'629 USD | 28'919 USD | 88.70% | 88.70% |
12.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'789 USD | 27'061 USD | 98.40% | 98.40% |
11.11.2024 | 1.01% | 98.65 % | 99.65 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'865 USD | 9'965 USD | 88.22% | 88.22% |
08.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'795 USD | 27'067 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 24'045 | 24'045 | 23'720 USD | 23'960 USD | 93.61% | 93.61% |