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 | 1.04% | 97.20 % | 98.20 % | 100'000 | 100'000 | 24'353 | 24'353 | 23'349 USD | 23'593 USD | 98.50% | 98.50% |
12.07.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 24'814 | 24'814 | 23'886 USD | 24'135 USD | 99.95% | 99.95% |
11.07.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 25'209 | 25'209 | 24'315 USD | 24'567 USD | 99.12% | 99.12% |
10.07.2024 | 1.04% | 96.05 % | 97.05 % | 100'000 | 100'000 | 24'883 | 24'883 | 23'898 USD | 24'147 USD | 95.59% | 95.59% |
09.07.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 25'705 | 25'705 | 24'579 USD | 24'836 USD | 88.40% | 88.40% |
08.07.2024 | 1.04% | 95.35 % | 96.35 % | 100'000 | 100'000 | 79'309 | 79'309 | 75'733 USD | 76'526 USD | 18.26% | 97.31% |
05.07.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 27'960 | 27'960 | 27'020 USD | 27'300 USD | 90.10% | 90.10% |
04.07.2024 | 1.03% | 96.10 % | 97.10 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'623 USD | 9'723 USD | 99.47% | 99.47% |
03.07.2024 | 1.05% | 96.35 % | 97.35 % | 100'000 | 100'000 | 14'628 | 14'628 | 13'980 USD | 14'126 USD | 99.67% | 99.67% |
02.07.2024 | 1.06% | 94.00 % | 95.00 % | 100'000 | 100'000 | 24'715 | 24'715 | 23'178 USD | 23'425 USD | 100.00% | 100.00% |