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 | 1.75% | 56.40 % | 57.40 % | 100'000 | 100'000 | 27'241 | 27'241 | 15'401 USD | 15'673 USD | 97.86% | 97.86% |
19.11.2024 | 1.72% | 56.65 % | 57.65 % | 100'000 | 100'000 | 27'865 | 27'865 | 15'948 USD | 16'226 USD | 94.45% | 94.45% |
18.11.2024 | 1.73% | 57.20 % | 58.20 % | 100'000 | 100'000 | 27'302 | 27'302 | 15'673 USD | 15'946 USD | 97.52% | 97.52% |
15.11.2024 | 1.71% | 57.05 % | 58.05 % | 100'000 | 100'000 | 27'083 | 27'083 | 15'582 USD | 15'853 USD | 98.77% | 98.77% |
14.11.2024 | 1.69% | 58.95 % | 59.95 % | 100'000 | 100'000 | 26'961 | 26'961 | 15'872 USD | 16'141 USD | 99.48% | 99.48% |
13.11.2024 | 1.74% | 57.45 % | 58.45 % | 100'000 | 100'000 | 29'020 | 29'020 | 16'604 USD | 16'894 USD | 88.70% | 88.70% |
12.11.2024 | 1.71% | 56.75 % | 57.75 % | 100'000 | 100'000 | 27'148 | 27'148 | 15'631 USD | 15'902 USD | 98.40% | 98.40% |
11.11.2024 | 1.64% | 60.60 % | 61.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 6'060 USD | 6'160 USD | 88.17% | 88.17% |
08.11.2024 | 1.63% | 61.20 % | 62.20 % | 100'000 | 100'000 | 27'158 | 27'158 | 16'551 USD | 16'822 USD | 98.34% | 98.34% |
07.11.2024 | 1.68% | 60.55 % | 61.55 % | 100'000 | 100'000 | 23'371 | 23'371 | 13'999 USD | 14'233 USD | 92.77% | 92.77% |