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 | 0.83% | 103.10 % | 103.90 % | 500'000 | 500'000 | 141'736 | 141'736 | 146'129 USD | 147'266 USD | 97.94% | 97.94% |
19.11.2024 | 0.97% | 102.90 % | 103.90 % | 500'000 | 500'000 | 147'858 | 147'858 | 152'159 USD | 153'638 USD | 100.00% | 100.00% |
18.11.2024 | 1.00% | 102.90 % | 103.90 % | 500'000 | 500'000 | 145'928 | 145'928 | 150'066 USD | 151'535 USD | 100.00% | 100.00% |
15.11.2024 | 0.79% | 103.00 % | 103.80 % | 500'000 | 500'000 | 147'007 | 147'007 | 151'403 USD | 152'584 USD | 100.00% | 100.00% |
14.11.2024 | 0.85% | 102.90 % | 103.70 % | 500'000 | 500'000 | 140'884 | 140'884 | 144'961 USD | 146'107 USD | 98.48% | 98.48% |
13.11.2024 | 1.00% | 102.10 % | 103.10 % | 50'000 | 50'000 | 48'634 | 48'634 | 49'653 USD | 50'144 USD | 37.94% | 37.94% |
12.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 148'124 | 148'124 | 150'960 USD | 152'442 USD | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 148'343 | 148'343 | 151'347 USD | 152'534 USD | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 147'958 | 147'958 | 150'544 USD | 151'728 USD | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 148'878 | 148'878 | 151'247 USD | 152'736 USD | 99.23% | 99.23% |