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 | 1.13% | 89.30 % | 90.30 % | 500'000 | 500'000 | 142'368 | 142'368 | 127'820 USD | 129'244 USD | 98.58% | 98.58% |
19.11.2024 | 1.09% | 91.00 % | 92.00 % | 500'000 | 500'000 | 147'841 | 147'841 | 134'672 USD | 136'152 USD | 100.00% | 100.00% |
18.11.2024 | 0.97% | 90.70 % | 91.50 % | 500'000 | 500'000 | 141'845 | 141'845 | 127'803 USD | 128'965 USD | 100.00% | 100.00% |
15.11.2024 | 0.88% | 92.10 % | 92.90 % | 500'000 | 500'000 | 147'626 | 147'626 | 136'134 USD | 137'317 USD | 100.00% | 100.00% |
14.11.2024 | 1.15% | 88.10 % | 89.10 % | 500'000 | 500'000 | 146'802 | 146'802 | 129'511 USD | 130'983 USD | 100.00% | 100.00% |
13.11.2024 | 1.15% | 89.20 % | 90.20 % | 500'000 | 500'000 | 147'051 | 147'051 | 130'027 USD | 131'502 USD | 100.00% | 100.00% |
12.11.2024 | 0.89% | 88.40 % | 89.20 % | 500'000 | 500'000 | 147'622 | 147'622 | 132'738 USD | 133'921 USD | 100.00% | 100.00% |
11.11.2024 | 0.90% | 91.80 % | 92.60 % | 500'000 | 500'000 | 146'271 | 146'271 | 134'871 USD | 136'049 USD | 100.00% | 100.00% |
08.11.2024 | 1.10% | 89.80 % | 90.80 % | 500'000 | 500'000 | 147'660 | 147'660 | 133'883 USD | 135'361 USD | 100.00% | 100.00% |
07.11.2024 | 1.11% | 91.60 % | 92.60 % | 500'000 | 500'000 | 147'443 | 147'443 | 133'686 USD | 135'164 USD | 100.00% | 100.00% |