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 | 0.49% | 90.80 % | 91.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 908'064 USD | 456'282 USD | 99.35% | 99.35% |
12.07.2024 | 0.50% | 90.30 % | 90.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 905'842 USD | 455'171 USD | 99.35% | 99.35% |
11.07.2024 | 0.49% | 89.05 % | 89.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'046 USD | 457'773 USD | 92.61% | 93.34% |
10.07.2024 | 0.49% | 92.45 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 922'686 USD | 463'593 USD | 95.80% | 95.80% |
09.07.2024 | 0.49% | 92.00 % | 92.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 922'459 USD | 463'480 USD | 99.35% | 99.35% |
08.07.2024 | 0.48% | 92.00 % | 92.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'323 USD | 465'911 USD | 99.35% | 99.35% |
05.07.2024 | 0.48% | 92.70 % | 93.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 931'438 USD | 467'969 USD | 99.35% | 99.35% |
04.07.2024 | 0.48% | 93.25 % | 93.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 934'691 USD | 469'595 USD | 80.29% | 80.29% |
03.07.2024 | 0.48% | 93.10 % | 93.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'220 USD | 465'860 USD | 99.35% | 99.35% |
02.07.2024 | 0.48% | 92.10 % | 92.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'434 USD | 465'467 USD | 99.35% | 99.35% |