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 | 0.51% | 87.75 % | 88.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 877'519 USD | 441'010 USD | 97.19% | 97.19% |
19.11.2024 | 0.51% | 86.95 % | 87.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 873'041 USD | 438'770 USD | 97.39% | 97.39% |
18.11.2024 | 0.50% | 90.40 % | 90.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'683 USD | 454'092 USD | 99.37% | 99.37% |
15.11.2024 | 0.50% | 90.30 % | 90.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 901'206 USD | 452'853 USD | 99.37% | 99.37% |
14.11.2024 | 0.50% | 89.95 % | 90.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 899'058 USD | 451'779 USD | 99.37% | 99.37% |
13.11.2024 | 0.50% | 89.80 % | 90.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 899'414 USD | 451'957 USD | 99.38% | 99.38% |
12.11.2024 | 0.50% | 90.60 % | 91.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 901'078 USD | 452'789 USD | 99.38% | 99.38% |
11.11.2024 | 0.49% | 90.80 % | 91.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 908'249 USD | 456'375 USD | 99.38% | 99.38% |
08.11.2024 | 0.49% | 91.05 % | 91.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 915'585 USD | 460'043 USD | 99.38% | 99.38% |
07.11.2024 | 0.48% | 92.00 % | 92.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'500 USD | 469'000 USD | 96.72% | 96.72% |