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% | 99.05 % | 100.00 % | 100'000 | 100'000 | 27'241 | 27'241 | 27'000 USD | 27'276 USD | 97.86% | 97.86% |
19.11.2024 | 1.01% | 99.05 % | 100.00 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'617 USD | 27'896 USD | 94.45% | 94.45% |
18.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 27'308 | 27'308 | 27'040 USD | 27'312 USD | 97.49% | 97.49% |
15.11.2024 | 1.02% | 98.90 % | 99.90 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'807 USD | 27'078 USD | 98.77% | 98.77% |
14.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'672 USD | 26'942 USD | 99.48% | 99.48% |
13.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 28'342 | 28'342 | 28'060 USD | 28'343 USD | 91.99% | 91.99% |
12.11.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'892 USD | 27'164 USD | 98.40% | 98.40% |
11.11.2024 | 1.00% | 99.40 % | 100.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'940 USD | 10'040 USD | 88.21% | 88.21% |
08.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'972 USD | 27'247 USD | 98.34% | 98.34% |
07.11.2024 | 0.99% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'536 USD | 100'530 USD | 14.01% | 14.01% |