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% | 96.65 % | 97.65 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'465 USD | 26'738 USD | 97.86% | 97.86% |
19.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'225 USD | 27'503 USD | 94.45% | 94.45% |
18.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 27'302 | 27'302 | 26'572 USD | 26'845 USD | 97.52% | 97.52% |
15.11.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'145 USD | 26'416 USD | 98.77% | 98.77% |
14.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 63'934 | 63'934 | 61'337 USD | 61'976 USD | 28.73% | 28.73% |
13.11.2024 | 1.02% | 96.70 % | 97.70 % | 100'000 | 100'000 | 28'942 | 28'942 | 28'050 USD | 28'339 USD | 89.07% | 89.07% |
12.11.2024 | 1.02% | 96.90 % | 97.90 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'353 USD | 26'624 USD | 98.40% | 98.40% |
11.11.2024 | 0.95% | 99.45 % | 100.40 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'945 USD | 10'040 USD | 88.18% | 88.18% |
08.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'994 USD | 27'266 USD | 98.34% | 98.34% |
07.11.2024 | 1.00% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'848 USD | 100'851 USD | 14.11% | 14.11% |