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 | 0.48% | 94.10 % | 94.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'773 USD | 473'637 USD | 99.38% | 99.38% |
19.11.2024 | 0.48% | 94.20 % | 94.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'650 USD | 475'106 USD | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'633 USD | 478'816 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 94.15 % | 94.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'993 USD | 483'960 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'550 USD | 487'775 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'167 USD | 487'584 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'476 USD | 490'738 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'766 USD | 492'383 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'223 USD | 491'611 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'817 USD | 492'908 USD | 98.78% | 98.78% |