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 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'290 USD | 505'644 USD | 97.25% | 97.25% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'050 USD | 506'025 USD | 98.26% | 98.26% |
18.11.2024 | 0.49% | 100.80 % | 101.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'270 USD | 506'636 USD | 99.35% | 99.35% |
15.11.2024 | 0.49% | 100.85 % | 101.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'008'600 USD | 506'800 USD | 99.37% | 99.37% |
14.11.2024 | 0.49% | 100.95 % | 101.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'700 USD | 507'348 USD | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'740 USD | 507'368 USD | 99.37% | 99.37% |
12.11.2024 | 0.49% | 100.90 % | 101.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'010 USD | 507'503 USD | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.00 % | 101.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010'360 USD | 507'679 USD | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'009'360 USD | 507'178 USD | 97.96% | 97.96% |
07.11.2024 | 0.49% | 101.10 % | 101.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'870 USD | 508'433 USD | 98.97% | 98.97% |