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 | 0.70% | 100.02 % | 100.72 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'404 USD | 302'504 USD | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.06 % | 100.76 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'567 USD | 302'667 USD | 89.40% | 89.40% |
18.11.2024 | 0.70% | 100.02 % | 100.72 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'081 USD | 302'181 USD | 99.66% | 99.66% |
15.11.2024 | 0.70% | 99.89 % | 100.59 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'207 USD | 302'307 USD | 100.00% | 100.00% |
14.11.2024 | 0.70% | 100.11 % | 100.81 % | 300'000 | 300'000 | 300'000 | 300'000 | 300'115 USD | 302'215 USD | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.73 % | 100.43 % | 300'000 | 300'000 | 300'000 | 300'000 | 299'215 USD | 301'315 USD | 100.00% | 100.00% |
12.11.2024 | 0.68% | 102.72 % | 103.42 % | 300'000 | 300'000 | 300'000 | 300'000 | 308'737 USD | 310'837 USD | 98.71% | 98.71% |
11.11.2024 | 0.68% | 103.05 % | 103.75 % | 300'000 | 300'000 | 300'000 | 300'000 | 309'872 USD | 311'972 USD | 100.00% | 100.00% |
08.11.2024 | 0.68% | 103.34 % | 104.04 % | 300'000 | 300'000 | 300'000 | 300'000 | 309'809 USD | 311'909 USD | 99.84% | 99.84% |
07.11.2024 | 0.68% | 103.12 % | 103.82 % | 300'000 | 300'000 | 300'000 | 300'000 | 308'862 USD | 310'962 USD | 100.00% | 100.00% |