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 | 0.52% | 101.40 % | 102.11 % | 350'000 | 350'000 | 132'773 | 132'773 | 134'890 USD | 135'617 USD | 99.42% | 99.42% |
19.11.2024 | 0.52% | 101.80 % | 102.30 % | 500'000 | 500'000 | 135'406 | 135'406 | 137'817 USD | 138'549 USD | 99.67% | 99.67% |
18.11.2024 | 0.50% | 101.60 % | 102.10 % | 500'000 | 500'000 | 146'882 | 146'882 | 149'162 USD | 149'897 USD | 99.77% | 99.77% |
15.11.2024 | 0.50% | 101.40 % | 101.90 % | 500'000 | 500'000 | 147'475 | 147'475 | 149'702 USD | 150'440 USD | 100.00% | 100.00% |
14.11.2024 | 0.57% | 101.70 % | 102.20 % | 500'000 | 500'000 | 122'173 | 122'173 | 124'313 USD | 124'958 USD | 93.19% | 93.19% |
13.11.2024 | 0.68% | 101.90 % | 102.40 % | 500'000 | 500'000 | 144'849 | 144'849 | 147'607 USD | 148'421 USD | 100.00% | 100.00% |
12.11.2024 | 0.68% | 101.80 % | 102.30 % | 500'000 | 500'000 | 144'830 | 144'830 | 147'504 USD | 148'318 USD | 100.00% | 100.00% |
11.11.2024 | 0.67% | 102.00 % | 102.50 % | 500'000 | 500'000 | 144'852 | 144'852 | 147'719 USD | 148'532 USD | 100.00% | 100.00% |
08.11.2024 | 0.67% | 102.10 % | 102.60 % | 500'000 | 500'000 | 144'849 | 144'849 | 147'902 USD | 148'716 USD | 100.00% | 100.00% |
07.11.2024 | 0.68% | 102.00 % | 102.50 % | 500'000 | 500'000 | 144'851 | 144'851 | 147'634 USD | 148'449 USD | 100.00% | 100.00% |