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 | 1.02% | 98.00 % | 99.00 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'719 USD | 26'991 USD | 97.86% | 97.86% |
19.11.2024 | 1.01% | 97.90 % | 98.90 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'300 USD | 27'579 USD | 94.45% | 94.45% |
18.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 27'307 | 27'307 | 26'684 USD | 26'957 USD | 97.50% | 97.50% |
15.11.2024 | 1.03% | 97.35 % | 98.35 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'273 USD | 26'544 USD | 98.77% | 98.77% |
14.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 63'934 | 63'934 | 62'175 USD | 62'815 USD | 28.73% | 28.73% |
13.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 28'215 | 28'215 | 27'421 USD | 27'703 USD | 92.63% | 92.63% |
12.11.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'464 USD | 26'735 USD | 98.40% | 98.40% |
11.11.2024 | 1.00% | 99.30 % | 100.30 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'930 USD | 10'030 USD | 88.18% | 88.18% |
08.11.2024 | 0.99% | 99.25 % | 100.20 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'880 USD | 27'149 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 99.15 % | 100.10 % | 100'000 | 100'000 | 23'374 | 23'374 | 23'149 USD | 23'384 USD | 92.88% | 92.88% |