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 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'728 USD | 473'614 USD | 96.83% | 96.83% |
19.11.2024 | 0.48% | 92.40 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'510 USD | 465'505 USD | 94.56% | 94.56% |
18.11.2024 | 0.49% | 91.40 % | 91.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 914'000 USD | 459'250 USD | 3.86% | 98.74% |
15.11.2024 | - | 90.00 % | - % | 1'000'000 | 0 | 0 | 0 | 0 USD | 0 USD | 0.00% | 99.37% |
14.11.2024 | 0.49% | 91.80 % | 92.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'500 USD | 461'500 USD | 0.01% | 99.38% |
13.11.2024 | 0.48% | 92.80 % | 93.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'200 USD | 469'850 USD | 97.45% | 97.45% |
12.11.2024 | 0.50% | 93.30 % | 93.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'615 USD | 475'680 USD | 91.34% | 91.34% |
11.11.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'856 USD | 481'426 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'026 USD | 479'513 USD | 99.38% | 99.38% |
07.11.2024 | 0.48% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'744 USD | 474'162 USD | 98.97% | 98.97% |