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 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 96'212 | 96'212 | 95'067 USD | 96'030 USD | 16.40% | 16.40% |
12.07.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 24'814 | 24'814 | 24'490 USD | 24'738 USD | 99.95% | 99.95% |
11.07.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 25'209 | 25'209 | 24'862 USD | 25'114 USD | 99.12% | 99.12% |
10.07.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 24'883 | 24'883 | 24'489 USD | 24'738 USD | 95.59% | 95.59% |
09.07.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 25'705 | 25'705 | 25'240 USD | 25'497 USD | 88.41% | 88.41% |
08.07.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 23'006 | 23'006 | 22'613 USD | 22'843 USD | 97.31% | 97.31% |
05.07.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 27'960 | 27'960 | 27'423 USD | 27'703 USD | 90.10% | 90.10% |
04.07.2024 | 1.01% | 98.10 % | 99.10 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'817 USD | 9'917 USD | 99.47% | 99.47% |
03.07.2024 | 1.02% | 98.15 % | 99.15 % | 100'000 | 100'000 | 14'628 | 14'628 | 14'339 USD | 14'485 USD | 99.67% | 99.67% |
02.07.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 24'715 | 24'715 | 24'207 USD | 24'454 USD | 100.00% | 100.00% |