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 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'694 USD | 493'847 USD | 96.83% | 96.83% |
19.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'401 USD | 489'700 USD | 99.36% | 99.36% |
18.11.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'558 USD | 485'779 USD | 98.74% | 98.74% |
15.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'705 USD | 481'852 USD | 99.37% | 99.37% |
14.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'389 USD | 487'195 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'934 USD | 491'467 USD | 99.37% | 99.37% |
12.11.2024 | 0.51% | 97.60 % | 98.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'893 USD | 493'946 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'586 USD | 496'793 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'127 USD | 495'563 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'389 USD | 492'695 USD | 98.97% | 98.97% |