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 | 0.46% | 111.30 % | 111.80 % | 500'000 | 500'000 | 146'835 | 146'835 | 163'510 USD | 164'245 USD | 99.01% | 99.01% |
19.11.2024 | 0.46% | 111.50 % | 112.00 % | 500'000 | 500'000 | 147'554 | 147'554 | 164'395 USD | 165'134 USD | 99.86% | 99.86% |
18.11.2024 | 0.46% | 111.30 % | 111.80 % | 500'000 | 500'000 | 147'869 | 147'869 | 164'740 USD | 165'480 USD | 98.43% | 98.43% |
15.11.2024 | 0.46% | 111.10 % | 111.60 % | 500'000 | 500'000 | 136'016 | 136'016 | 151'103 USD | 151'785 USD | 96.83% | 96.83% |
14.11.2024 | 0.46% | 111.30 % | 111.80 % | 500'000 | 500'000 | 145'586 | 145'586 | 162'132 USD | 162'863 USD | 99.10% | 99.10% |
13.11.2024 | 0.46% | 111.30 % | 111.80 % | 500'000 | 500'000 | 145'364 | 145'364 | 161'891 USD | 162'622 USD | 99.32% | 99.32% |
12.11.2024 | 1.38% | 111.50 % | 112.00 % | 500'000 | 500'000 | 122'167 | 122'167 | 136'214 USD | 136'942 USD | 99.40% | 99.40% |
11.11.2024 | 0.46% | 111.50 % | 112.00 % | 500'000 | 500'000 | 147'076 | 147'076 | 164'091 USD | 164'829 USD | 97.83% | 97.83% |
08.11.2024 | 0.48% | 110.90 % | 111.40 % | 500'000 | 500'000 | 143'759 | 143'759 | 159'601 USD | 160'329 USD | 100.00% | 100.00% |
07.11.2024 | 0.47% | 111.10 % | 111.60 % | 500'000 | 500'000 | 145'506 | 145'506 | 161'379 USD | 162'111 USD | 99.24% | 99.24% |