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 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'543 USD | 26'815 USD | 97.86% | 97.86% |
19.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'125 USD | 27'404 USD | 94.45% | 94.45% |
18.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 27'307 | 27'307 | 26'404 USD | 26'677 USD | 97.49% | 97.49% |
15.11.2024 | 1.03% | 95.95 % | 96.95 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'006 USD | 26'277 USD | 98.77% | 98.77% |
14.11.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 63'938 | 63'938 | 61'509 USD | 62'148 USD | 28.72% | 28.72% |
13.11.2024 | 1.03% | 95.95 % | 96.95 % | 100'000 | 100'000 | 28'745 | 28'745 | 27'639 USD | 27'926 USD | 90.01% | 90.01% |
12.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'202 USD | 26'473 USD | 98.40% | 98.40% |
11.11.2024 | 1.01% | 98.20 % | 99.20 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'820 USD | 9'920 USD | 88.21% | 88.21% |
08.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'636 USD | 26'908 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'038 USD | 99'038 USD | 13.91% | 13.91% |