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 | 1.15% | 85.50 % | 86.50 % | 100'000 | 100'000 | 27'241 | 27'241 | 23'424 USD | 23'696 USD | 97.86% | 97.86% |
19.11.2024 | 1.14% | 86.45 % | 87.45 % | 100'000 | 100'000 | 27'865 | 27'865 | 24'208 USD | 24'487 USD | 94.45% | 94.45% |
18.11.2024 | 1.12% | 86.85 % | 87.85 % | 100'000 | 100'000 | 27'308 | 27'308 | 23'924 USD | 24'197 USD | 97.49% | 97.49% |
15.11.2024 | 1.12% | 88.85 % | 89.85 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'108 USD | 24'378 USD | 98.77% | 98.77% |
14.11.2024 | 1.12% | 88.95 % | 89.95 % | 100'000 | 100'000 | 26'961 | 26'961 | 23'982 USD | 24'252 USD | 99.48% | 99.48% |
13.11.2024 | 1.12% | 88.90 % | 89.90 % | 100'000 | 100'000 | 28'300 | 28'300 | 25'176 USD | 25'459 USD | 92.20% | 92.20% |
12.11.2024 | 1.12% | 89.05 % | 90.05 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'169 USD | 24'440 USD | 98.40% | 98.40% |
11.11.2024 | 1.12% | 88.60 % | 89.60 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'860 USD | 8'960 USD | 88.18% | 88.18% |
08.11.2024 | 1.13% | 88.50 % | 89.50 % | 100'000 | 100'000 | 27'158 | 27'158 | 24'022 USD | 24'294 USD | 98.34% | 98.34% |
07.11.2024 | 1.13% | 88.40 % | 89.40 % | 100'000 | 100'000 | 23'559 | 23'559 | 20'834 USD | 21'070 USD | 93.03% | 93.03% |