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 | 0.48% | 94.20 % | 94.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'081 USD | 473'290 USD | 99.36% | 99.36% |
19.11.2024 | 0.48% | 93.80 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'106 USD | 468'303 USD | 99.38% | 99.38% |
18.11.2024 | 0.49% | 93.05 % | 93.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'022 USD | 464'261 USD | 99.38% | 99.38% |
15.11.2024 | 0.49% | 91.95 % | 92.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'420 USD | 461'460 USD | 99.38% | 99.38% |
14.11.2024 | 0.48% | 92.75 % | 93.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 929'614 USD | 467'057 USD | 99.38% | 99.38% |
13.11.2024 | 0.48% | 93.70 % | 94.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'556 USD | 473'028 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 94.05 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'082 USD | 475'944 USD | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'679 USD | 480'340 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'725 USD | 478'863 USD | 99.38% | 99.38% |
07.11.2024 | 0.49% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'632 USD | 476'134 USD | 98.78% | 98.78% |