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 | 1.14% | 92.90 % | 93.90 % | 500'000 | 500'000 | 141'324 | 141'324 | 131'574 USD | 132'991 USD | 97.94% | 97.94% |
19.11.2024 | 1.11% | 92.60 % | 93.60 % | 500'000 | 500'000 | 146'074 | 146'074 | 134'580 USD | 136'049 USD | 100.00% | 100.00% |
18.11.2024 | 0.92% | 92.50 % | 93.30 % | 500'000 | 500'000 | 145'167 | 145'167 | 133'141 USD | 134'314 USD | 100.00% | 100.00% |
15.11.2024 | 0.87% | 92.50 % | 93.30 % | 500'000 | 500'000 | 147'642 | 147'642 | 137'545 USD | 138'731 USD | 99.19% | 99.19% |
14.11.2024 | 1.07% | 96.40 % | 97.40 % | 50'000 | 50'000 | 47'887 | 47'887 | 45'976 USD | 46'463 USD | 75.40% | 75.40% |
13.11.2024 | 1.05% | 95.10 % | 96.10 % | 500'000 | 500'000 | 147'024 | 147'024 | 140'850 USD | 142'324 USD | 100.00% | 100.00% |
12.11.2024 | 0.86% | 96.50 % | 97.30 % | 500'000 | 500'000 | 146'193 | 146'193 | 141'579 USD | 142'757 USD | 100.00% | 100.00% |
11.11.2024 | 0.86% | 96.90 % | 97.70 % | 500'000 | 500'000 | 145'519 | 145'519 | 141'480 USD | 142'655 USD | 100.00% | 100.00% |
08.11.2024 | 1.04% | 97.40 % | 98.40 % | 500'000 | 500'000 | 146'340 | 146'340 | 142'983 USD | 144'453 USD | 100.00% | 100.00% |
07.11.2024 | 1.07% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'281 | 148'281 | 143'623 USD | 145'112 USD | 98.22% | 98.22% |