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 | 1.09% | 90.10 % | 91.10 % | 100'000 | 100'000 | 27'241 | 27'241 | 24'688 USD | 24'961 USD | 97.86% | 97.86% |
19.11.2024 | 1.10% | 90.50 % | 91.50 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'262 USD | 25'541 USD | 94.45% | 94.45% |
18.11.2024 | 1.10% | 91.20 % | 92.20 % | 100'000 | 100'000 | 27'306 | 27'306 | 24'775 USD | 25'048 USD | 97.50% | 97.50% |
15.11.2024 | 1.10% | 89.65 % | 90.65 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'418 USD | 24'689 USD | 98.77% | 98.77% |
14.11.2024 | 1.09% | 91.00 % | 92.00 % | 100'000 | 100'000 | 26'961 | 26'961 | 24'616 USD | 24'886 USD | 99.48% | 99.48% |
13.11.2024 | 1.08% | 91.85 % | 92.85 % | 100'000 | 100'000 | 28'406 | 28'406 | 26'172 USD | 26'456 USD | 91.67% | 91.67% |
12.11.2024 | 1.07% | 92.40 % | 93.40 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'203 USD | 25'475 USD | 98.40% | 98.40% |
11.11.2024 | 1.06% | 93.80 % | 94.80 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'380 USD | 9'480 USD | 88.17% | 88.17% |
08.11.2024 | 1.06% | 94.10 % | 95.10 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'557 USD | 25'828 USD | 98.34% | 98.34% |
07.11.2024 | 1.07% | 93.75 % | 94.75 % | 100'000 | 100'000 | 25'912 | 25'912 | 24'234 USD | 24'493 USD | 77.75% | 77.75% |