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 | 0.50% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'069 USD | 476'411 USD | 99.35% | 99.35% |
12.07.2024 | 0.52% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'358 USD | 477'679 USD | 99.35% | 99.35% |
11.07.2024 | 0.48% | 94.55 % | 95.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'890 USD | 474'198 USD | 97.69% | 97.69% |
10.07.2024 | 0.48% | 94.55 % | 95.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'271 USD | 475'405 USD | 99.04% | 99.04% |
09.07.2024 | 0.52% | 94.65 % | 95.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'049 USD | 476'984 USD | 98.50% | 98.50% |
08.07.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'504 USD | 478'752 USD | 97.84% | 97.84% |
05.07.2024 | 0.52% | 94.65 % | 95.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'446 USD | 479'209 USD | 96.45% | 96.45% |
04.07.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'857 USD | 480'428 USD | 96.09% | 96.09% |
03.07.2024 | 0.52% | 94.95 % | 95.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'137 USD | 478'068 USD | 98.89% | 98.89% |
02.07.2024 | 0.52% | 94.75 % | 95.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'945 USD | 476'964 USD | 99.27% | 99.27% |