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 | 0.51% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'307 USD | 487'654 USD | 99.35% | 99.35% |
12.07.2024 | 0.51% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 499'924 | 970'367 USD | 487'609 USD | 99.35% | 99.35% |
11.07.2024 | 0.52% | 96.90 % | 97.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'231 USD | 485'116 USD | 99.35% | 99.35% |
10.07.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'468 USD | 485'234 USD | 99.36% | 99.36% |
09.07.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'324 USD | 485'162 USD | 99.35% | 99.35% |
08.07.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'049 USD | 486'024 USD | 99.35% | 99.35% |
05.07.2024 | 0.52% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'767 USD | 485'884 USD | 99.35% | 99.35% |
04.07.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'096 USD | 485'548 USD | 99.08% | 99.08% |
03.07.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'133 USD | 485'566 USD | 99.35% | 99.35% |
02.07.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'711 USD | 485'856 USD | 99.35% | 99.35% |