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 | 0.79% | 101.05 % | 101.85 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'575 USD | 101'850 USD | 26.70% | 26.70% |
19.11.2024 | 0.79% | 101.05 % | 101.85 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'575 USD | 101'850 USD | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.00 % | 101.80 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'500 USD | 101'800 USD | 69.60% | 69.60% |
15.11.2024 | 0.79% | 100.90 % | 101.70 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'350 USD | 101'700 USD | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.90 % | 101.70 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'350 USD | 101'700 USD | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.85 % | 101.65 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'275 USD | 101'650 USD | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.85 % | 101.65 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'275 USD | 101'650 USD | 65.54% | 65.54% |
11.11.2024 | 0.79% | 100.80 % | 101.60 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'200 USD | 101'600 USD | 61.44% | 61.44% |
08.11.2024 | 0.79% | 100.85 % | 101.65 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'275 USD | 101'650 USD | 65.54% | 65.54% |
07.11.2024 | 0.79% | 100.85 % | 101.65 % | 150'000 | 100'000 | 150'000 | 100'000 | 151'310 USD | 101'674 USD | 63.14% | 63.14% |