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 | 0.50% | 100.60 % | 101.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'090 USD | 505'546 USD | 97.31% | 97.31% |
19.11.2024 | 0.50% | 100.55 % | 101.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'110 USD | 505'555 USD | 99.36% | 99.36% |
18.11.2024 | 0.50% | 100.50 % | 101.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005'730 USD | 505'366 USD | 99.37% | 99.37% |
15.11.2024 | 0.50% | 100.50 % | 101.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'004'420 USD | 504'711 USD | 99.37% | 99.37% |
14.11.2024 | 0.50% | 101.25 % | 101.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'160 USD | 505'582 USD | 91.12% | 91.12% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'389 USD | 499'194 USD | 99.37% | 99.37% |
12.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'589 USD | 498'294 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'979 USD | 497'990 USD | 98.95% | 98.95% |
08.11.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'696 USD | 495'848 USD | 98.90% | 98.90% |
07.11.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'374 USD | 495'187 USD | 97.57% | 97.57% |