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 | 1.42% | 103.20 % | 104.00 % | 500'000 | 500'000 | 141'733 | 141'733 | 146'280 USD | 147'709 USD | 97.94% | 97.94% |
19.11.2024 | 1.55% | 103.00 % | 104.00 % | 500'000 | 500'000 | 147'858 | 147'858 | 152'266 USD | 154'047 USD | 100.00% | 100.00% |
18.11.2024 | 1.58% | 103.00 % | 104.00 % | 500'000 | 500'000 | 145'928 | 145'928 | 150'311 USD | 152'071 USD | 100.00% | 100.00% |
15.11.2024 | 2.62% | 103.00 % | 103.80 % | 500'000 | 500'000 | 147'023 | 147'023 | 151'422 USD | 153'549 USD | 100.00% | 100.00% |
14.11.2024 | 1.87% | 103.00 % | 103.80 % | 500'000 | 500'000 | 140'883 | 140'883 | 145'043 USD | 146'659 USD | 98.48% | 98.48% |
13.11.2024 | 2.06% | 101.80 % | 103.90 % | 50'000 | 50'000 | 48'634 | 48'634 | 49'544 USD | 50'570 USD | 37.94% | 37.94% |
12.11.2024 | 1.00% | 101.60 % | 102.60 % | 500'000 | 500'000 | 148'113 | 148'113 | 150'502 USD | 151'993 USD | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'343 | 148'343 | 150'871 USD | 152'058 USD | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 147'960 | 147'960 | 149'896 USD | 151'081 USD | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 148'983 | 148'983 | 150'643 USD | 152'133 USD | 99.23% | 99.23% |