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 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'034 USD | 26'306 USD | 97.86% | 97.86% |
19.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'591 USD | 96'591 USD | 12.60% | 12.60% |
18.11.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 27'309 | 27'309 | 26'081 USD | 26'354 USD | 97.49% | 97.49% |
15.11.2024 | 1.03% | 96.05 % | 97.05 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'095 USD | 26'366 USD | 98.77% | 98.77% |
14.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'273 USD | 26'543 USD | 99.48% | 99.48% |
13.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 28'713 | 28'713 | 27'935 USD | 28'222 USD | 90.17% | 90.17% |
12.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'491 USD | 26'762 USD | 98.40% | 98.40% |
11.11.2024 | 1.03% | 96.65 % | 97.65 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'665 USD | 9'765 USD | 88.21% | 88.21% |
08.11.2024 | 1.02% | 96.80 % | 97.80 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'343 USD | 26'614 USD | 98.34% | 98.34% |
07.11.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 23'289 | 23'289 | 22'610 USD | 22'843 USD | 92.64% | 92.64% |