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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.52% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'458 USD | 480'729 USD | 84.53% | 84.53% |
27.12.2024 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'113 USD | 482'056 USD | 99.44% | 99.44% |
23.12.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'186 USD | 479'593 USD | 99.44% | 99.44% |
20.12.2024 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'671 USD | 477'835 USD | 99.38% | 99.38% |
19.12.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'028 USD | 480'514 USD | 71.26% | 71.26% |
18.12.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'792 USD | 485'896 USD | 99.37% | 99.37% |
17.12.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'933 USD | 483'466 USD | 99.38% | 99.38% |
16.12.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'135 USD | 485'068 USD | 99.38% | 99.38% |
13.12.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'216 USD | 486'608 USD | 99.38% | 99.38% |
12.12.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'621 USD | 485'311 USD | 99.38% | 99.38% |