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 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'995 USD | 27'268 USD | 97.86% | 97.86% |
19.11.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'596 USD | 27'874 USD | 94.45% | 94.45% |
18.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 27'308 | 27'308 | 26'905 USD | 27'178 USD | 97.49% | 97.49% |
15.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'513 USD | 26'784 USD | 98.77% | 98.77% |
14.11.2024 | 1.02% | 98.05 % | 99.05 % | 100'000 | 100'000 | 63'878 | 63'878 | 62'655 USD | 63'294 USD | 28.67% | 28.67% |
13.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 28'832 | 28'832 | 28'282 USD | 28'570 USD | 89.59% | 89.59% |
12.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'672 USD | 26'944 USD | 98.40% | 98.40% |
11.11.2024 | 1.00% | 99.70 % | 100.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'970 USD | 10'070 USD | 88.21% | 88.21% |
08.11.2024 | 1.02% | 99.60 % | 100.60 % | 100'000 | 100'000 | 27'158 | 27'158 | 27'046 USD | 27'319 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'569 USD | 100'575 USD | 13.79% | 13.79% |