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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 24'355 | 24'355 | 23'907 USD | 24'151 USD | 98.49% | 98.49% |
12.07.2024 | 1.02% | 98.15 % | 99.15 % | 100'000 | 100'000 | 24'814 | 24'814 | 24'318 USD | 24'566 USD | 99.95% | 99.95% |
11.07.2024 | 1.01% | 97.80 % | 98.80 % | 100'000 | 100'000 | 25'209 | 25'209 | 24'728 USD | 24'980 USD | 99.12% | 99.12% |
10.07.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 24'883 | 24'883 | 24'238 USD | 24'487 USD | 95.59% | 95.59% |
09.07.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 25'705 | 25'705 | 24'862 USD | 25'119 USD | 88.40% | 88.40% |
08.07.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 23'006 | 23'006 | 22'249 USD | 22'479 USD | 97.31% | 97.31% |
05.07.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 27'960 | 27'960 | 27'292 USD | 27'571 USD | 90.10% | 90.10% |
04.07.2024 | 1.02% | 97.15 % | 98.15 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'716 USD | 9'816 USD | 99.47% | 99.47% |
03.07.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 14'628 | 14'628 | 14'130 USD | 14'276 USD | 99.67% | 99.67% |
02.07.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 24'715 | 24'715 | 23'628 USD | 23'875 USD | 100.00% | 100.00% |