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 | 1.15% | 86.55 % | 87.55 % | 100'000 | 100'000 | 27'241 | 27'241 | 23'643 USD | 23'916 USD | 97.86% | 97.86% |
19.11.2024 | 1.15% | 85.45 % | 86.45 % | 100'000 | 100'000 | 27'865 | 27'865 | 23'902 USD | 24'181 USD | 94.45% | 94.45% |
18.11.2024 | 1.15% | 85.35 % | 86.35 % | 100'000 | 100'000 | 27'307 | 27'307 | 23'437 USD | 23'710 USD | 97.49% | 97.49% |
15.11.2024 | 1.12% | 86.95 % | 87.95 % | 100'000 | 100'000 | 27'083 | 27'083 | 23'652 USD | 23'923 USD | 98.77% | 98.77% |
14.11.2024 | 1.11% | 89.45 % | 90.45 % | 100'000 | 100'000 | 63'936 | 63'936 | 57'134 USD | 57'773 USD | 28.72% | 28.72% |
13.11.2024 | 1.11% | 89.95 % | 90.95 % | 100'000 | 100'000 | 28'425 | 28'425 | 25'530 USD | 25'815 USD | 91.57% | 91.57% |
12.11.2024 | 1.09% | 90.60 % | 91.60 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'621 USD | 24'893 USD | 98.40% | 98.40% |
11.11.2024 | 1.08% | 91.95 % | 92.95 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'195 USD | 9'295 USD | 88.17% | 88.17% |
08.11.2024 | 1.09% | 91.65 % | 92.65 % | 100'000 | 100'000 | 27'158 | 27'158 | 24'802 USD | 25'073 USD | 98.34% | 98.34% |
07.11.2024 | 1.10% | 90.65 % | 91.65 % | 100'000 | 100'000 | 23'313 | 23'313 | 21'111 USD | 21'344 USD | 92.78% | 92.78% |