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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.50% | 100.10 % | 100.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'789 USD | 501'895 USD | 99.35% | 99.35% |
12.07.2024 | 0.50% | 100.30 % | 100.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003'120 USD | 504'062 USD | 99.35% | 99.35% |
11.07.2024 | 0.50% | 100.00 % | 100.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'495 USD | 501'747 USD | 96.18% | 96.18% |