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 | 0.36% | 115.60 % | 116.00 % | 250'000 | 250'000 | 73'077 | 73'077 | 84'702 USD | 84'995 USD | 99.64% | 99.64% |
19.11.2024 | 0.35% | 116.20 % | 116.60 % | 250'000 | 250'000 | 73'653 | 73'653 | 85'224 USD | 85'520 USD | 100.00% | 100.00% |
18.11.2024 | 0.35% | 116.20 % | 116.60 % | 250'000 | 250'000 | 73'407 | 73'407 | 85'383 USD | 85'677 USD | 99.78% | 99.78% |
15.11.2024 | 0.36% | 116.80 % | 117.20 % | 250'000 | 250'000 | 73'317 | 73'317 | 86'020 USD | 86'315 USD | 100.00% | 100.00% |
14.11.2024 | 0.36% | 118.60 % | 119.00 % | 250'000 | 250'000 | 72'485 | 72'485 | 86'137 USD | 86'430 USD | 99.10% | 99.10% |
13.11.2024 | 0.35% | 118.70 % | 119.10 % | 250'000 | 250'000 | 72'395 | 72'395 | 85'637 USD | 85'928 USD | 100.00% | 100.00% |
12.11.2024 | 0.35% | 117.20 % | 117.60 % | 250'000 | 250'000 | 72'409 | 72'409 | 84'999 USD | 85'290 USD | 100.00% | 100.00% |
11.11.2024 | 0.35% | 117.40 % | 117.80 % | 250'000 | 250'000 | 72'350 | 72'350 | 85'105 USD | 85'396 USD | 100.00% | 100.00% |
08.11.2024 | 0.35% | 117.90 % | 118.30 % | 250'000 | 250'000 | 72'334 | 72'334 | 85'286 USD | 85'577 USD | 100.00% | 100.00% |
07.11.2024 | 0.35% | 118.00 % | 118.40 % | 250'000 | 250'000 | 72'659 | 72'659 | 85'543 USD | 85'835 USD | 99.35% | 99.35% |