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 | 0.72% | 102.10 % | 103.01 % | 300'000 | 300'000 | 99'299 | 99'299 | 101'428 USD | 102'214 USD | 97.05% | 97.05% |
19.11.2024 | 0.50% | 102.30 % | 102.80 % | 500'000 | 500'000 | 147'399 | 147'399 | 150'788 USD | 151'527 USD | 100.00% | 100.00% |
18.11.2024 | 0.50% | 102.30 % | 102.80 % | 500'000 | 500'000 | 146'827 | 146'827 | 150'204 USD | 150'939 USD | 99.77% | 99.77% |
15.11.2024 | 0.50% | 102.30 % | 102.80 % | 500'000 | 500'000 | 147'383 | 147'383 | 150'773 USD | 151'511 USD | 100.00% | 100.00% |
14.11.2024 | 0.50% | 102.40 % | 102.90 % | 500'000 | 500'000 | 145'614 | 145'614 | 149'108 USD | 149'840 USD | 99.10% | 99.10% |
13.11.2024 | 0.51% | 102.50 % | 103.00 % | 500'000 | 500'000 | 144'572 | 144'572 | 148'152 USD | 148'880 USD | 100.00% | 100.00% |
12.11.2024 | 0.50% | 102.50 % | 103.00 % | 500'000 | 500'000 | 144'822 | 144'822 | 148'442 USD | 149'170 USD | 100.00% | 100.00% |
11.11.2024 | 0.52% | 102.50 % | 103.00 % | 500'000 | 500'000 | 143'891 | 143'891 | 147'486 USD | 148'214 USD | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.00 % | 103.50 % | 500'000 | 500'000 | 143'785 | 143'785 | 147'425 USD | 148'292 USD | 100.00% | 100.00% |
07.11.2024 | 0.51% | 102.00 % | 102.50 % | 500'000 | 500'000 | 145'574 | 145'574 | 148'485 USD | 149'217 USD | 99.23% | 99.23% |