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 | 0.70% | 92.90 % | 93.40 % | 500'000 | 500'000 | 145'502 | 145'502 | 134'806 USD | 135'596 USD | 98.89% | 98.89% |
19.11.2024 | 0.72% | 89.50 % | 90.00 % | 500'000 | 500'000 | 144'562 | 144'562 | 128'465 USD | 129'250 USD | 100.00% | 100.00% |
18.11.2024 | 0.76% | 89.80 % | 90.30 % | 500'000 | 500'000 | 141'971 | 141'971 | 128'087 USD | 128'867 USD | 99.78% | 99.78% |
15.11.2024 | 0.70% | 90.70 % | 91.20 % | 500'000 | 500'000 | 144'258 | 144'258 | 132'114 USD | 132'901 USD | 99.04% | 99.04% |
14.11.2024 | 0.73% | 91.80 % | 92.30 % | 500'000 | 500'000 | 143'977 | 143'977 | 132'360 USD | 133'153 USD | 99.10% | 99.10% |
13.11.2024 | 0.71% | 90.90 % | 91.40 % | 500'000 | 500'000 | 144'156 | 144'156 | 131'755 USD | 132'540 USD | 100.00% | 100.00% |
12.11.2024 | 0.70% | 90.90 % | 91.40 % | 500'000 | 500'000 | 144'836 | 144'836 | 132'235 USD | 133'027 USD | 100.00% | 100.00% |
11.11.2024 | 0.98% | 89.85 % | 91.26 % | 50'000 | 50'000 | 44'588 | 44'588 | 40'572 USD | 40'961 USD | 99.75% | 99.75% |
08.11.2024 | 0.70% | 92.10 % | 92.60 % | 500'000 | 500'000 | 144'665 | 144'665 | 132'337 USD | 133'123 USD | 100.00% | 100.00% |
07.11.2024 | 0.70% | 91.30 % | 91.80 % | 500'000 | 500'000 | 145'736 | 145'736 | 133'018 USD | 133'812 USD | 99.11% | 99.11% |