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 | 0.53% | 92.20 % | 92.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'848 USD | 468'924 USD | 99.38% | 99.38% |
19.11.2024 | 0.54% | 93.00 % | 93.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 929'393 USD | 467'196 USD | 99.38% | 99.38% |
18.11.2024 | 0.54% | 92.95 % | 93.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 931'054 USD | 468'027 USD | 99.38% | 99.38% |
15.11.2024 | 0.53% | 93.35 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'549 USD | 476'775 USD | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'185 USD | 485'593 USD | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'851 USD | 482'925 USD | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'255 USD | 484'128 USD | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'256 USD | 486'128 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'868 USD | 487'934 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'262 USD | 487'131 USD | 98.78% | 98.78% |