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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 27'915 | 27'915 | 27'544 USD | 27'823 USD | 94.19% | 94.19% |
27.12.2024 | 1.01% | 98.90 % | 99.90 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'888 USD | 9'988 USD | 77.85% | 77.85% |
23.12.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 27'557 | 27'557 | 27'198 USD | 27'473 USD | 96.11% | 96.11% |
20.12.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 27'332 | 27'332 | 26'943 USD | 27'216 USD | 97.35% | 97.35% |
19.12.2024 | 1.01% | 98.80 % | 99.80 % | 100'000 | 100'000 | 27'072 | 27'072 | 26'758 USD | 27'029 USD | 98.83% | 98.83% |
18.12.2024 | 1.02% | 99.15 % | 100.20 % | 100'000 | 100'000 | 26'930 | 26'930 | 26'699 USD | 26'972 USD | 99.67% | 99.67% |
17.12.2024 | 1.02% | 99.20 % | 100.20 % | 100'000 | 100'000 | 27'016 | 27'016 | 26'795 USD | 27'068 USD | 99.16% | 99.16% |
16.12.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 27'107 | 27'107 | 26'872 USD | 27'140 USD | 98.64% | 98.64% |
13.12.2024 | 1.02% | 99.15 % | 100.10 % | 100'000 | 100'000 | 27'149 | 27'149 | 26'918 USD | 27'188 USD | 98.39% | 98.39% |
12.12.2024 | 1.02% | 99.30 % | 100.30 % | 100'000 | 100'000 | 27'042 | 27'042 | 26'841 USD | 27'115 USD | 99.01% | 99.01% |