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 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'000 USD | 485'500 USD | 97.41% | 97.41% |
19.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'250 USD | 485'625 USD | 99.36% | 99.36% |
18.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'000 USD | 485'500 USD | 94.86% | 94.86% |
15.11.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'567 USD | 485'284 USD | 93.16% | 93.16% |
14.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'000 USD | 485'500 USD | 99.37% | 99.37% |
13.11.2024 | 0.52% | 96.55 % | 97.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'145 USD | 485'072 USD | 91.43% | 91.43% |
12.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'000 USD | 485'000 USD | 78.65% | 78.65% |
11.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'000 USD | 487'500 USD | 10.03% | 10.03% |
08.11.2024 | 0.50% | 98.20 % | 98.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'442 USD | 497'221 USD | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'031 USD | 499'516 USD | 98.96% | 98.96% |