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 | 980'919 USD | 492'960 USD | 96.80% | 96.80% |
19.11.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'722 USD | 488'861 USD | 98.38% | 98.38% |
18.11.2024 | 0.52% | 96.45 % | 96.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'392 USD | 484'696 USD | 98.74% | 98.74% |
15.11.2024 | 0.52% | 95.65 % | 96.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'798 USD | 481'399 USD | 99.37% | 99.37% |
14.11.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'259 USD | 486'130 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'872 USD | 490'936 USD | 96.33% | 96.33% |
12.11.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'049 USD | 493'524 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'879 USD | 496'439 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'196 USD | 495'598 USD | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.40 % | 98.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'370 USD | 493'185 USD | 98.97% | 98.97% |