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% | 100.70 % | 101.41 % | 350'000 | 350'000 | 133'304 | 133'304 | 134'380 USD | 135'110 USD | 98.79% | 98.79% |
19.11.2024 | 0.53% | 100.90 % | 101.40 % | 500'000 | 500'000 | 135'524 | 135'524 | 136'637 USD | 137'370 USD | 99.67% | 99.67% |
18.11.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 146'883 | 146'883 | 148'122 USD | 148'857 USD | 99.77% | 99.77% |
15.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 147'475 | 147'475 | 148'712 USD | 149'450 USD | 100.00% | 100.00% |
14.11.2024 | 0.58% | 100.90 % | 101.40 % | 500'000 | 500'000 | 122'164 | 122'164 | 123'296 USD | 123'940 USD | 93.19% | 93.19% |
13.11.2024 | 0.68% | 100.90 % | 101.40 % | 500'000 | 500'000 | 144'849 | 144'849 | 146'226 USD | 147'040 USD | 100.00% | 100.00% |
12.11.2024 | 0.68% | 100.90 % | 101.40 % | 500'000 | 500'000 | 144'829 | 144'829 | 146'241 USD | 147'055 USD | 100.00% | 100.00% |
11.11.2024 | 0.68% | 101.00 % | 101.50 % | 500'000 | 500'000 | 144'850 | 144'850 | 146'295 USD | 147'109 USD | 100.00% | 100.00% |
08.11.2024 | 0.68% | 101.00 % | 101.50 % | 500'000 | 500'000 | 144'848 | 144'848 | 146'297 USD | 147'111 USD | 100.00% | 100.00% |
07.11.2024 | 0.68% | 101.00 % | 101.50 % | 500'000 | 500'000 | 145'583 | 145'583 | 147'030 USD | 147'849 USD | 99.23% | 99.23% |