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 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'304 USD | 25'576 USD | 97.86% | 97.86% |
19.11.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'861 USD | 26'140 USD | 94.45% | 94.45% |
18.11.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 27'302 | 27'302 | 25'570 USD | 25'843 USD | 97.52% | 97.52% |
15.11.2024 | 1.05% | 93.00 % | 94.00 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'457 USD | 25'728 USD | 98.77% | 98.77% |
14.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 26'961 | 26'961 | 25'736 USD | 26'006 USD | 99.48% | 99.48% |
13.11.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 28'573 | 28'573 | 27'251 USD | 27'537 USD | 90.84% | 90.84% |
12.11.2024 | 1.04% | 95.70 % | 96.70 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'977 USD | 26'248 USD | 98.40% | 98.40% |
11.11.2024 | 1.04% | 96.00 % | 97.00 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'600 USD | 9'700 USD | 88.20% | 88.20% |
08.11.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'069 USD | 26'340 USD | 98.34% | 98.34% |
07.11.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 23'285 | 23'285 | 22'435 USD | 22'667 USD | 92.74% | 92.74% |