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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.50% | 79.95 % | 80.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 799'641 USD | 401'821 USD | 95.92% | 95.92% |
20.11.2024 | 0.51% | 77.85 % | 78.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 777'104 USD | 390'552 USD | 96.46% | 97.23% |
19.11.2024 | 0.51% | 77.80 % | 78.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 779'814 USD | 391'907 USD | 40.14% | 90.63% |
18.11.2024 | 0.52% | 77.30 % | 77.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 773'000 USD | 388'500 USD | 10.62% | 96.07% |
15.11.2024 | 0.51% | 78.35 % | 78.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 786'493 USD | 395'247 USD | 79.18% | 91.99% |
14.11.2024 | 0.50% | 79.25 % | 79.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 792'434 USD | 398'217 USD | 94.53% | 94.53% |
13.11.2024 | 0.50% | 79.10 % | 79.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 790'964 USD | 397'482 USD | 82.70% | 82.70% |
12.11.2024 | 0.49% | 80.30 % | 80.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 807'456 USD | 405'728 USD | 91.17% | 91.17% |
11.11.2024 | 0.49% | 81.05 % | 81.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 820'524 USD | 412'262 USD | 81.37% | 81.37% |
08.11.2024 | 0.49% | 81.70 % | 82.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 813'171 USD | 408'586 USD | 90.32% | 90.32% |