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 | 0.98% | 101.00 % | 102.00 % | 100'000 | 100'000 | 21'987 | 21'987 | 22'253 USD | 22'473 USD | 59.08% | 59.08% |
19.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 36'517 | 36'517 | 36'985 USD | 37'351 USD | 33.84% | 33.84% |
18.11.2024 | 0.98% | 101.30 % | 102.30 % | 100'000 | 100'000 | 30'907 | 30'907 | 31'323 USD | 31'632 USD | 36.22% | 36.22% |
15.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 24'017 | 24'017 | 24'421 USD | 24'662 USD | 76.11% | 76.11% |
14.11.2024 | 0.97% | 102.20 % | 103.20 % | 100'000 | 100'000 | 32'784 | 32'784 | 33'536 USD | 33'863 USD | 59.54% | 59.54% |
13.11.2024 | 0.98% | 102.30 % | 103.30 % | 100'000 | 100'000 | 25'407 | 25'407 | 25'950 USD | 26'204 USD | 41.70% | 41.70% |
12.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 39'143 | 39'143 | 39'858 USD | 40'249 USD | 49.66% | 49.66% |
11.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 71'573 | 71'573 | 72'868 USD | 73'584 USD | 0.22% | 0.22% |
08.11.2024 | 0.97% | 102.10 % | 103.10 % | 100'000 | 100'000 | 26'296 | 26'296 | 26'850 USD | 27'113 USD | 52.08% | 52.08% |
07.11.2024 | 0.98% | 102.20 % | 103.20 % | 100'000 | 100'000 | 17'756 | 17'756 | 18'125 USD | 18'303 USD | 94.20% | 94.20% |