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 | 1.02% | 96.90 % | 97.90 % | 100'000 | 100'000 | 21'772 | 21'772 | 21'133 USD | 21'351 USD | 66.92% | 66.92% |
19.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 27'905 | 27'905 | 27'142 USD | 27'421 USD | 56.59% | 56.59% |
18.11.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 33'851 | 33'851 | 32'875 USD | 33'214 USD | 45.72% | 45.72% |
15.11.2024 | 1.02% | 96.85 % | 97.85 % | 100'000 | 100'000 | 24'925 | 24'925 | 24'175 USD | 24'424 USD | 69.61% | 69.61% |
14.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 26'954 | 26'954 | 26'209 USD | 26'479 USD | 53.47% | 53.47% |
13.11.2024 | 1.03% | 97.15 % | 98.15 % | 100'000 | 100'000 | 33'199 | 33'199 | 32'222 USD | 32'554 USD | 54.03% | 54.03% |
12.11.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 25'762 | 25'762 | 24'987 USD | 25'244 USD | 54.75% | 54.75% |
11.11.2024 | 1.02% | 97.25 % | 98.25 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'725 USD | 9'825 USD | 86.44% | 86.44% |
08.11.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 41'463 | 41'463 | 40'408 USD | 40'823 USD | 35.47% | 35.47% |
07.11.2024 | 1.03% | 97.25 % | 98.25 % | 100'000 | 100'000 | 20'000 | 20'000 | 19'410 USD | 19'610 USD | 52.88% | 52.88% |