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 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'322 USD | 26'594 USD | 97.86% | 97.86% |
19.11.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'854 USD | 27'133 USD | 94.45% | 94.45% |
18.11.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 27'302 | 27'302 | 26'099 USD | 26'372 USD | 97.52% | 97.52% |
15.11.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'678 USD | 25'949 USD | 98.77% | 98.77% |
14.11.2024 | 1.05% | 95.20 % | 96.20 % | 100'000 | 100'000 | 63'735 | 63'735 | 60'706 USD | 61'344 USD | 28.57% | 28.57% |
13.11.2024 | 1.04% | 94.95 % | 95.95 % | 100'000 | 100'000 | 28'723 | 28'723 | 27'331 USD | 27'618 USD | 90.11% | 90.11% |
12.11.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'998 USD | 26'269 USD | 98.40% | 98.40% |
11.11.2024 | 1.02% | 97.70 % | 98.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'770 USD | 9'870 USD | 88.20% | 88.20% |
08.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'505 USD | 26'777 USD | 98.34% | 98.34% |
07.11.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'485 USD | 98'485 USD | 13.90% | 13.90% |