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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 24'346 | 24'346 | 23'411 USD | 23'655 USD | 98.54% | 98.54% |
12.07.2024 | 1.03% | 96.00 % | 97.00 % | 100'000 | 100'000 | 24'814 | 24'814 | 23'838 USD | 24'087 USD | 99.95% | 99.95% |
11.07.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 25'209 | 25'209 | 24'233 USD | 24'485 USD | 99.12% | 99.12% |
10.07.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 24'883 | 24'883 | 23'896 USD | 24'145 USD | 95.59% | 95.59% |
09.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 25'705 | 25'705 | 24'636 USD | 24'893 USD | 88.41% | 88.41% |
08.07.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 23'006 | 23'006 | 22'074 USD | 22'304 USD | 97.31% | 97.31% |
05.07.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 27'960 | 27'960 | 26'779 USD | 27'059 USD | 90.10% | 90.10% |
04.07.2024 | 1.04% | 95.80 % | 96.80 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'584 USD | 9'684 USD | 98.85% | 98.85% |
03.07.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 13'621 | 13'621 | 13'046 USD | 13'182 USD | 63.78% | 63.78% |
02.07.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 27'415 | 27'415 | 26'289 USD | 26'564 USD | 51.38% | 51.38% |