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 | 1.08% | 91.70 % | 92.70 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'077 USD | 25'349 USD | 97.86% | 97.86% |
19.11.2024 | 1.08% | 91.70 % | 92.70 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'559 USD | 25'837 USD | 94.45% | 94.45% |
18.11.2024 | 1.09% | 91.15 % | 92.15 % | 100'000 | 100'000 | 27'302 | 27'302 | 24'847 USD | 25'120 USD | 97.52% | 97.52% |
15.11.2024 | 1.09% | 90.95 % | 91.95 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'691 USD | 24'962 USD | 98.77% | 98.77% |
14.11.2024 | 1.09% | 90.75 % | 91.75 % | 100'000 | 100'000 | 63'735 | 63'735 | 58'018 USD | 58'655 USD | 28.57% | 28.57% |
13.11.2024 | 1.09% | 91.10 % | 92.10 % | 100'000 | 100'000 | 28'583 | 28'583 | 26'059 USD | 26'345 USD | 90.79% | 90.79% |
12.11.2024 | 1.08% | 91.40 % | 92.40 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'844 USD | 25'115 USD | 98.40% | 98.40% |
11.11.2024 | 1.06% | 94.15 % | 95.15 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'415 USD | 9'515 USD | 88.20% | 88.20% |
08.11.2024 | 1.05% | 93.95 % | 94.95 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'575 USD | 25'847 USD | 98.34% | 98.34% |
07.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'446 USD | 96'446 USD | 13.69% | 13.69% |