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 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'150 USD | 491'575 USD | 97.23% | 97.23% |
19.11.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'281 USD | 491'640 USD | 99.37% | 99.37% |
18.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'408 USD | 490'704 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'006 USD | 493'003 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'164 USD | 495'082 USD | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.35 % | 98.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'676 USD | 494'838 USD | 99.37% | 99.37% |
12.11.2024 | 0.50% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'983 USD | 496'491 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'658 USD | 498'329 USD | 97.91% | 97.91% |
08.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'892 USD | 497'946 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'803 USD | 496'902 USD | 98.97% | 98.97% |