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 | 0.49% | 102.70 % | 103.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'026'950 USD | 515'976 USD | 65.10% | 65.10% |
19.11.2024 | 0.49% | 102.65 % | 103.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'026'180 USD | 515'589 USD | 77.21% | 77.21% |
18.11.2024 | 0.49% | 102.75 % | 103.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'027'500 USD | 516'250 USD | 81.61% | 81.61% |
15.11.2024 | 0.49% | 102.70 % | 103.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'026'970 USD | 515'987 USD | 70.69% | 70.69% |
14.11.2024 | 0.49% | 102.65 % | 103.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'026'570 USD | 515'786 USD | 69.80% | 69.80% |
13.11.2024 | 0.48% | 102.90 % | 103.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'028'530 USD | 516'764 USD | 77.28% | 77.28% |
12.11.2024 | 0.48% | 102.90 % | 103.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'029'130 USD | 517'067 USD | 47.66% | 47.66% |
11.11.2024 | 0.48% | 102.80 % | 103.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'028'600 USD | 516'799 USD | 82.44% | 82.44% |
08.11.2024 | 0.49% | 102.60 % | 103.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'026'490 USD | 515'745 USD | 68.55% | 68.55% |
07.11.2024 | 0.49% | 102.60 % | 103.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'025'210 USD | 515'103 USD | 73.35% | 73.35% |