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 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'925 USD | 492'963 USD | 88.74% | 88.74% |
19.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'000 USD | 491'000 USD | 94.24% | 94.24% |
18.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'190 USD | 491'095 USD | 85.51% | 85.51% |
15.11.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'935 USD | 490'468 USD | 92.88% | 92.88% |
14.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'306 USD | 492'653 USD | 95.62% | 95.62% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'115 USD | 491'557 USD | 95.17% | 95.17% |
12.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'847 USD | 491'924 USD | 91.56% | 91.56% |
11.11.2024 | 0.51% | 97.45 % | 97.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'775 USD | 488'888 USD | 94.81% | 94.81% |
08.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'252 USD | 485'626 USD | 96.09% | 96.09% |
07.11.2024 | 0.51% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'536 USD | 487'768 USD | 68.85% | 68.85% |