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 | 1.01% | 97.90 % | 98.90 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'699 USD | 26'971 USD | 97.86% | 97.86% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'115 USD | 99'115 USD | 12.55% | 12.55% |
18.11.2024 | 1.02% | 98.00 % | 99.00 % | 100'000 | 100'000 | 27'307 | 27'307 | 26'745 USD | 27'018 USD | 97.50% | 97.50% |
15.11.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'606 USD | 26'877 USD | 98.77% | 98.77% |
14.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'622 USD | 26'891 USD | 99.48% | 99.48% |
13.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 28'401 | 28'401 | 27'993 USD | 28'277 USD | 91.69% | 91.69% |
12.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'705 USD | 26'976 USD | 98.40% | 98.40% |
11.11.2024 | 1.01% | 98.45 % | 99.45 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'845 USD | 9'945 USD | 88.18% | 88.18% |
08.11.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'736 USD | 27'007 USD | 98.34% | 98.34% |
07.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'541 USD | 99'541 USD | 13.83% | 13.83% |