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 | 0.48% | 103.20 % | 103.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'032'000 USD | 518'500 USD | 92.94% | 92.94% |
19.11.2024 | 0.48% | 103.20 % | 103.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'031'450 USD | 518'224 USD | 99.37% | 99.37% |
18.11.2024 | 0.48% | 103.00 % | 103.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'030'000 USD | 517'498 USD | 99.36% | 99.36% |
15.11.2024 | 0.48% | 103.05 % | 103.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'030'500 USD | 517'750 USD | 99.37% | 99.37% |
14.11.2024 | 0.48% | 103.10 % | 103.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'031'060 USD | 518'031 USD | 99.38% | 99.38% |
13.11.2024 | 0.48% | 103.05 % | 103.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'030'000 USD | 517'500 USD | 99.37% | 99.37% |
12.11.2024 | 0.48% | 102.95 % | 103.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'029'990 USD | 517'494 USD | 93.01% | 93.01% |
11.11.2024 | 0.48% | 103.05 % | 103.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'030'480 USD | 517'738 USD | 95.93% | 95.93% |
08.11.2024 | 0.48% | 103.10 % | 103.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'030'530 USD | 517'764 USD | 99.38% | 99.38% |
07.11.2024 | 0.48% | 103.00 % | 103.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'029'170 USD | 517'084 USD | 98.96% | 98.96% |