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 | 0.84% | 95.70 % | 96.50 % | 500'000 | 500'000 | 143'382 | 143'382 | 137'397 USD | 138'544 USD | 97.94% | 97.94% |
19.11.2024 | 1.04% | 96.00 % | 97.00 % | 500'000 | 500'000 | 147'649 | 147'649 | 141'759 USD | 143'238 USD | 100.00% | 100.00% |
18.11.2024 | 1.04% | 96.00 % | 97.00 % | 500'000 | 500'000 | 147'421 | 147'421 | 142'180 USD | 143'658 USD | 100.00% | 100.00% |
15.11.2024 | 0.90% | 97.50 % | 98.30 % | 500'000 | 500'000 | 142'765 | 142'765 | 139'126 USD | 140'292 USD | 100.00% | 100.00% |
14.11.2024 | 0.91% | 97.20 % | 98.00 % | 500'000 | 500'000 | 140'280 | 140'280 | 136'284 USD | 137'426 USD | 98.48% | 98.48% |
13.11.2024 | 1.04% | 95.70 % | 96.70 % | 50'000 | 50'000 | 50'000 | 50'000 | 47'841 USD | 48'341 USD | 37.94% | 37.94% |
12.11.2024 | 1.05% | 95.40 % | 96.40 % | 500'000 | 500'000 | 148'001 | 148'001 | 141'358 USD | 142'838 USD | 100.00% | 100.00% |
11.11.2024 | 0.84% | 95.60 % | 96.40 % | 500'000 | 500'000 | 148'218 | 148'218 | 141'686 USD | 142'872 USD | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 148'160 | 148'160 | 140'887 USD | 142'072 USD | 100.00% | 100.00% |
07.11.2024 | 1.06% | 94.70 % | 95.70 % | 500'000 | 500'000 | 148'708 | 148'708 | 140'822 USD | 142'312 USD | 98.58% | 98.58% |