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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.53% | 96.40 % | 96.90 % | 500'000 | 500'000 | 145'130 | 145'130 | 139'868 USD | 140'597 USD | 100.00% | 100.00% |
12.07.2024 | 0.54% | 96.20 % | 96.70 % | 500'000 | 500'000 | 147'345 | 147'345 | 142'508 USD | 143'249 USD | 97.42% | 97.42% |
11.07.2024 | 0.55% | 96.20 % | 96.70 % | 500'000 | 500'000 | 144'586 | 144'586 | 138'496 USD | 139'225 USD | 99.99% | 99.99% |
10.07.2024 | 0.54% | 94.70 % | 95.20 % | 500'000 | 500'000 | 145'487 | 145'487 | 138'045 USD | 138'774 USD | 99.49% | 99.49% |
09.07.2024 | 0.56% | 94.60 % | 95.10 % | 500'000 | 500'000 | 144'211 | 144'211 | 136'431 USD | 137'163 USD | 99.36% | 99.36% |
08.07.2024 | 0.56% | 94.60 % | 95.10 % | 500'000 | 500'000 | 144'110 | 144'110 | 136'449 USD | 137'178 USD | 100.00% | 100.00% |
05.07.2024 | 0.54% | 94.30 % | 94.80 % | 500'000 | 500'000 | 145'393 | 145'393 | 137'232 USD | 137'962 USD | 99.86% | 99.86% |
04.07.2024 | 0.53% | 94.50 % | 95.00 % | 50'000 | 50'000 | 49'941 | 49'941 | 47'296 USD | 47'546 USD | 99.45% | 99.45% |
03.07.2024 | 0.57% | 94.50 % | 95.00 % | 500'000 | 500'000 | 143'137 | 143'137 | 135'635 USD | 136'365 USD | 100.00% | 100.00% |
02.07.2024 | 0.55% | 93.80 % | 94.30 % | 500'000 | 500'000 | 144'785 | 144'785 | 135'714 USD | 136'443 USD | 100.00% | 100.00% |