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 | 0.49% | 91.65 % | 92.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'064 USD | 462'782 USD | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.75 % | 92.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'533 USD | 462'016 USD | 99.38% | 99.38% |
18.11.2024 | 0.49% | 92.05 % | 92.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 915'691 USD | 460'096 USD | 99.38% | 99.38% |
15.11.2024 | 0.49% | 91.60 % | 92.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'434 USD | 464'467 USD | 99.38% | 99.38% |
14.11.2024 | 0.48% | 93.30 % | 93.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'637 USD | 470'069 USD | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.45 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'425 USD | 473'962 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 94.40 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'041 USD | 479'477 USD | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'420 USD | 485'710 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'357 USD | 487'179 USD | 99.38% | 99.38% |
07.11.2024 | 0.52% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'873 USD | 486'436 USD | 98.78% | 98.78% |