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 | 0.52% | 100.40 % | 101.11 % | 350'000 | 350'000 | 133'299 | 133'299 | 133'936 USD | 134'666 USD | 98.79% | 98.79% |
19.11.2024 | 0.53% | 100.50 % | 101.00 % | 500'000 | 500'000 | 135'404 | 135'404 | 136'081 USD | 136'813 USD | 99.67% | 99.67% |
18.11.2024 | 0.51% | 100.50 % | 101.00 % | 500'000 | 500'000 | 146'876 | 146'876 | 147'610 USD | 148'345 USD | 99.77% | 99.77% |
15.11.2024 | 0.51% | 100.40 % | 100.90 % | 500'000 | 500'000 | 147'468 | 147'468 | 148'186 USD | 148'924 USD | 100.00% | 100.00% |
14.11.2024 | 0.58% | 100.50 % | 101.00 % | 500'000 | 500'000 | 122'163 | 122'163 | 122'812 USD | 123'456 USD | 93.19% | 93.19% |
13.11.2024 | 0.68% | 100.60 % | 101.10 % | 500'000 | 500'000 | 144'849 | 144'849 | 145'718 USD | 146'532 USD | 100.00% | 100.00% |
12.11.2024 | 0.68% | 100.60 % | 101.10 % | 500'000 | 500'000 | 144'829 | 144'829 | 145'698 USD | 146'511 USD | 100.00% | 100.00% |
11.11.2024 | 0.68% | 100.60 % | 101.10 % | 500'000 | 500'000 | 144'851 | 144'851 | 145'720 USD | 146'533 USD | 100.00% | 100.00% |
08.11.2024 | 0.68% | 100.60 % | 101.10 % | 500'000 | 500'000 | 144'849 | 144'849 | 145'718 USD | 146'532 USD | 100.00% | 100.00% |
07.11.2024 | 0.69% | 100.60 % | 101.10 % | 500'000 | 500'000 | 145'583 | 145'583 | 146'457 USD | 147'275 USD | 99.23% | 99.23% |