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 | 0.52% | 96.48 % | 96.98 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'666 USD | 485'833 USD | 95.80% | 95.80% |
19.11.2024 | 0.52% | 96.39 % | 96.89 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'316 USD | 484'658 USD | 99.19% | 99.19% |
18.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'731 USD | 485'866 USD | 98.40% | 98.40% |
15.11.2024 | 0.51% | 96.86 % | 97.36 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'600 USD | 486'800 USD | 98.86% | 98.86% |
14.11.2024 | 0.52% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'377 USD | 486'688 USD | 98.71% | 98.71% |
13.11.2024 | 0.52% | 96.08 % | 96.58 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'884 USD | 482'942 USD | 99.15% | 99.15% |
12.11.2024 | 0.52% | 96.13 % | 96.63 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'279 USD | 486'140 USD | 98.61% | 98.61% |
11.11.2024 | 0.51% | 97.46 % | 97.96 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'057 USD | 490'028 USD | 97.90% | 97.90% |
08.11.2024 | 0.51% | 97.04 % | 97.54 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'400 USD | 488'700 USD | 98.69% | 98.69% |
07.11.2024 | 0.51% | 97.61 % | 98.11 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'310 USD | 489'655 USD | 98.57% | 98.57% |