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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.40% | 105.50 % | 105.90 % | 250'000 | 250'000 | 72'457 | 72'457 | 76'288 USD | 76'580 USD | 99.92% | 99.92% |
02.12.2024 | 0.40% | 105.60 % | 106.00 % | 250'000 | 250'000 | 69'460 | 69'460 | 72'467 USD | 72'747 USD | 98.36% | 98.36% |
29.11.2024 | 0.41% | 103.40 % | 103.80 % | 250'000 | 250'000 | 71'450 | 71'450 | 73'434 USD | 73'730 USD | 100.00% | 100.00% |
28.11.2024 | 0.39% | 103.10 % | 103.50 % | 25'000 | 25'000 | 25'000 | 25'000 | 25'792 USD | 25'892 USD | 100.00% | 100.00% |
27.11.2024 | 0.39% | 103.60 % | 104.00 % | 250'000 | 250'000 | 73'446 | 73'446 | 76'333 USD | 76'627 USD | 99.66% | 99.66% |
26.11.2024 | 0.40% | 104.10 % | 104.50 % | 250'000 | 250'000 | 73'698 | 73'698 | 76'043 USD | 76'338 USD | 100.00% | 100.00% |
25.11.2024 | 0.40% | 101.10 % | 101.50 % | 250'000 | 250'000 | 73'785 | 73'785 | 74'907 USD | 75'202 USD | 100.00% | 100.00% |
22.11.2024 | 0.41% | 100.20 % | 100.60 % | 250'000 | 250'000 | 73'782 | 73'782 | 74'104 USD | 74'400 USD | 99.90% | 99.90% |
20.11.2024 | 0.40% | 100.00 % | 100.40 % | 250'000 | 250'000 | 73'193 | 73'193 | 73'615 USD | 73'908 USD | 99.64% | 99.64% |
19.11.2024 | 0.41% | 100.20 % | 100.60 % | 250'000 | 250'000 | 73'666 | 73'666 | 73'809 USD | 74'104 USD | 100.00% | 100.00% |