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 | 0.49% | 101.30 % | 101.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'012'920 USD | 508'961 USD | 96.89% | 96.89% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'013'690 USD | 509'346 USD | 99.36% | 99.36% |
18.11.2024 | 0.49% | 101.45 % | 101.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'014'500 USD | 509'750 USD | 97.10% | 97.10% |
15.11.2024 | 0.49% | 101.55 % | 102.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015'500 USD | 510'250 USD | 98.10% | 98.10% |
14.11.2024 | 0.49% | 101.60 % | 102.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'000 USD | 510'500 USD | 98.76% | 98.76% |
13.11.2024 | 0.49% | 101.65 % | 102.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'460 USD | 510'731 USD | 96.66% | 96.66% |
12.11.2024 | 0.49% | 101.35 % | 101.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015'360 USD | 510'180 USD | 98.80% | 98.80% |
11.11.2024 | 0.49% | 101.55 % | 102.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'014'170 USD | 509'584 USD | 98.90% | 98.90% |
08.11.2024 | 0.49% | 101.50 % | 102.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015'860 USD | 510'430 USD | 98.28% | 98.28% |
07.11.2024 | 0.49% | 101.70 % | 102.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'014'320 USD | 509'661 USD | 90.34% | 90.34% |