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 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'228 USD | 26'500 USD | 97.86% | 97.86% |
19.11.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'910 USD | 27'188 USD | 94.45% | 94.45% |
18.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 27'307 | 27'307 | 26'297 USD | 26'570 USD | 97.49% | 97.49% |
15.11.2024 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'119 USD | 26'390 USD | 98.77% | 98.77% |
14.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'068 USD | 26'337 USD | 99.48% | 99.48% |
13.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 28'396 | 28'396 | 27'362 USD | 27'646 USD | 91.72% | 91.72% |
12.11.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'220 USD | 26'491 USD | 98.40% | 98.40% |
11.11.2024 | 1.03% | 96.35 % | 97.35 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'635 USD | 9'735 USD | 88.21% | 88.21% |
08.11.2024 | 1.04% | 96.20 % | 97.20 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'111 USD | 26'383 USD | 98.34% | 98.34% |
07.11.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 23'390 | 23'390 | 22'415 USD | 22'649 USD | 92.83% | 92.83% |