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 | 0.37% | 116.09 % | 116.72 % | 175'000 | 175'000 | 66'375 | 66'375 | 77'325 USD | 77'625 USD | 99.42% | 99.42% |
19.11.2024 | 0.37% | 116.70 % | 117.10 % | 250'000 | 250'000 | 67'694 | 67'694 | 78'735 USD | 79'027 USD | 99.67% | 99.67% |
18.11.2024 | 0.35% | 116.00 % | 116.40 % | 250'000 | 250'000 | 73'429 | 73'429 | 84'932 USD | 85'226 USD | 99.77% | 99.77% |
15.11.2024 | 0.35% | 115.20 % | 115.60 % | 250'000 | 250'000 | 73'728 | 73'728 | 85'342 USD | 85'637 USD | 100.00% | 100.00% |
14.11.2024 | 0.42% | 116.50 % | 116.90 % | 250'000 | 250'000 | 61'037 | 61'037 | 71'357 USD | 71'622 USD | 93.19% | 93.19% |
13.11.2024 | 0.57% | 117.20 % | 117.60 % | 250'000 | 250'000 | 72'416 | 72'416 | 84'971 USD | 85'324 USD | 100.00% | 100.00% |
12.11.2024 | 0.57% | 117.20 % | 117.60 % | 250'000 | 250'000 | 72'406 | 72'406 | 84'984 USD | 85'338 USD | 100.00% | 100.00% |
11.11.2024 | 0.57% | 117.40 % | 117.80 % | 250'000 | 250'000 | 72'417 | 72'417 | 84'963 USD | 85'316 USD | 100.00% | 100.00% |
08.11.2024 | 0.57% | 117.10 % | 117.50 % | 250'000 | 250'000 | 72'416 | 72'416 | 84'874 USD | 85'227 USD | 100.00% | 100.00% |
07.11.2024 | 0.57% | 117.10 % | 117.50 % | 250'000 | 250'000 | 72'417 | 72'417 | 84'545 USD | 84'899 USD | 100.00% | 100.00% |