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 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 24'347 | 24'347 | 23'281 USD | 23'524 USD | 98.54% | 98.54% |
12.07.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 24'814 | 24'814 | 23'729 USD | 23'977 USD | 99.95% | 99.95% |
11.07.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 24'995 | 24'995 | 23'876 USD | 24'126 USD | 98.84% | 98.84% |
10.07.2024 | 1.05% | 95.25 % | 96.25 % | 100'000 | 100'000 | 24'883 | 24'883 | 23'681 USD | 23'930 USD | 95.59% | 95.59% |
09.07.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 25'705 | 25'705 | 24'409 USD | 24'666 USD | 88.41% | 88.41% |
08.07.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 23'006 | 23'006 | 21'875 USD | 22'105 USD | 97.31% | 97.31% |
05.07.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 27'960 | 27'960 | 26'517 USD | 26'797 USD | 90.10% | 90.10% |
04.07.2024 | 1.05% | 94.85 % | 95.85 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'491 USD | 9'591 USD | 99.47% | 99.47% |
03.07.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 14'628 | 14'628 | 13'878 USD | 14'025 USD | 99.67% | 99.67% |
02.07.2024 | 1.05% | 94.95 % | 95.95 % | 100'000 | 100'000 | 23'111 | 23'111 | 21'969 USD | 22'200 USD | 97.91% | 97.91% |