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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 260'744 USD | 1'051'380 USD | 100.00% | 100.00% |
20.12.2024 | 0.80% | 104.01 % | 104.85 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 259'504 USD | 1'046'330 USD | 100.00% | 100.00% |
19.12.2024 | 0.80% | 104.10 % | 104.94 % | 250'000 | 992'000 | 250'000 | 994'111 | 260'254 USD | 1'043'230 USD | 100.00% | 100.00% |
18.12.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 261'000 USD | 1'052'400 USD | 100.00% | 100.00% |
17.12.2024 | 0.80% | 104.34 % | 105.18 % | 250'000 | 995'000 | 250'000 | 995'612 | 260'834 USD | 1'047'120 USD | 100.00% | 100.00% |
16.12.2024 | 0.80% | 104.35 % | 105.19 % | 190'000 | 1'000'000 | 190'235 | 1'000'000 | 198'511 USD | 1'051'900 USD | 100.00% | 100.00% |
13.12.2024 | 0.80% | 104.38 % | 105.22 % | 250'000 | 967'000 | 250'000 | 967'134 | 260'940 USD | 1'017'580 USD | 100.00% | 100.00% |
12.12.2024 | 0.80% | 104.43 % | 105.27 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 261'059 USD | 1'052'630 USD | 73.28% | 99.92% |
11.12.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 260'879 USD | 1'051'920 USD | 100.00% | 100.00% |
10.12.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 1'000'000 | 250'000 | 1'000'000 | 260'758 USD | 1'051'430 USD | 100.00% | 100.00% |