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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.01.2025 | 0.88% | 92.20 % | 93.00 % | 500'000 | 500'000 | 147'746 | 147'746 | 135'922 USD | 137'105 USD | 100.00% | 100.00% |
20.01.2025 | 0.95% | 92.60 % | 93.40 % | 50'000 | 50'000 | 46'646 | 46'646 | 42'948 USD | 43'325 USD | 100.00% | 100.00% |
17.01.2025 | 1.18% | 90.60 % | 91.60 % | 500'000 | 500'000 | 146'244 | 146'244 | 132'323 USD | 133'788 USD | 98.76% | 98.76% |
16.01.2025 | 1.19% | 89.50 % | 90.50 % | 500'000 | 500'000 | 144'723 | 144'723 | 129'176 USD | 130'627 USD | 100.00% | 100.00% |
15.01.2025 | 0.93% | 88.20 % | 89.00 % | 500'000 | 500'000 | 147'308 | 147'308 | 129'513 USD | 130'692 USD | 100.00% | 100.00% |
13.01.2025 | 1.22% | 85.60 % | 86.60 % | 500'000 | 500'000 | 142'333 | 142'333 | 121'419 USD | 122'845 USD | 98.85% | 98.85% |
10.01.2025 | 1.23% | 85.70 % | 86.70 % | 500'000 | 500'000 | 143'338 | 143'338 | 123'876 USD | 125'313 USD | 99.76% | 99.76% |
09.01.2025 | 0.91% | 93.40 % | 94.20 % | 50'000 | 50'000 | 47'546 | 47'546 | 44'331 USD | 44'714 USD | 99.20% | 99.20% |
08.01.2025 | 0.86% | 94.20 % | 95.00 % | 500'000 | 500'000 | 147'101 | 147'101 | 139'226 USD | 140'404 USD | 100.00% | 100.00% |
07.01.2025 | 1.06% | 97.50 % | 98.50 % | 500'000 | 500'000 | 146'259 | 146'259 | 142'858 USD | 144'324 USD | 100.00% | 100.00% |