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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.12% | 87.65 % | 88.65 % | 100'000 | 100'000 | 24'787 | 24'787 | 21'823 USD | 22'071 USD | 59.45% | 59.45% |
12.07.2024 | 1.12% | 88.10 % | 89.10 % | 100'000 | 100'000 | 28'262 | 28'262 | 24'983 USD | 25'266 USD | 58.14% | 58.14% |
11.07.2024 | 1.12% | 88.95 % | 89.95 % | 100'000 | 100'000 | 27'529 | 27'529 | 24'517 USD | 24'793 USD | 58.66% | 58.66% |
10.07.2024 | 1.12% | 89.80 % | 90.80 % | 100'000 | 100'000 | 26'921 | 26'921 | 23'933 USD | 24'202 USD | 52.10% | 52.10% |
09.07.2024 | 1.13% | 87.45 % | 88.45 % | 100'000 | 100'000 | 26'496 | 26'496 | 23'229 USD | 23'494 USD | 54.84% | 54.84% |
08.07.2024 | 1.14% | 87.85 % | 88.85 % | 100'000 | 100'000 | 24'711 | 24'711 | 21'574 USD | 21'821 USD | 59.94% | 59.94% |
05.07.2024 | 1.15% | 86.90 % | 87.90 % | 100'000 | 100'000 | 31'324 | 31'324 | 27'106 USD | 27'419 USD | 57.18% | 57.18% |
04.07.2024 | 1.14% | 86.40 % | 87.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'700 USD | 8'800 USD | 55.72% | 55.72% |
03.07.2024 | 1.14% | 86.90 % | 87.90 % | 100'000 | 100'000 | 13'833 | 13'833 | 12'058 USD | 12'196 USD | 67.23% | 67.23% |
02.07.2024 | 1.13% | 87.55 % | 88.55 % | 100'000 | 100'000 | 26'014 | 26'014 | 22'818 USD | 23'078 USD | 58.08% | 58.08% |