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 | 0.52% | 67.10 % | 67.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 674'266 USD | 338'883 USD | 99.34% | 99.34% |
19.11.2024 | 0.51% | 67.40 % | 67.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 686'080 USD | 344'790 USD | 99.38% | 99.38% |
18.11.2024 | 0.51% | 67.85 % | 68.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 681'334 USD | 342'417 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 67.95 % | 68.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 689'119 USD | 346'310 USD | 99.38% | 99.38% |
14.11.2024 | 0.50% | 70.40 % | 70.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 699'065 USD | 351'283 USD | 99.38% | 99.38% |
13.11.2024 | 0.52% | 68.20 % | 68.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 675'038 USD | 339'269 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 67.20 % | 67.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 688'179 USD | 345'840 USD | 99.38% | 99.38% |
11.11.2024 | 0.49% | 69.95 % | 70.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 719'488 USD | 361'494 USD | 99.38% | 99.38% |
08.11.2024 | 0.48% | 72.95 % | 73.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 722'887 USD | 363'194 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 72.00 % | 72.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 704'758 USD | 354'129 USD | 98.78% | 98.78% |