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 | 1.06% | 93.40 % | 94.40 % | 500'000 | 500'000 | 142'820 | 142'820 | 134'453 USD | 135'881 USD | 98.58% | 98.58% |
19.11.2024 | 1.06% | 93.60 % | 94.60 % | 500'000 | 500'000 | 147'764 | 147'764 | 139'187 USD | 140'666 USD | 100.00% | 100.00% |
18.11.2024 | 0.85% | 94.80 % | 95.60 % | 500'000 | 500'000 | 148'054 | 148'007 | 139'907 USD | 141'048 USD | 100.00% | 100.00% |
15.11.2024 | 0.87% | 92.50 % | 93.30 % | 500'000 | 500'000 | 147'781 | 147'781 | 136'845 USD | 138'029 USD | 100.00% | 100.00% |
14.11.2024 | 1.13% | 91.20 % | 92.20 % | 500'000 | 500'000 | 146'681 | 146'681 | 132'826 USD | 134'299 USD | 100.00% | 100.00% |
13.11.2024 | 1.39% | 94.80 % | 95.80 % | 500'000 | 500'000 | 148'697 | 148'697 | 141'643 USD | 143'301 USD | 99.47% | 99.47% |
12.11.2024 | 1.02% | 94.90 % | 95.70 % | 500'000 | 500'000 | 145'240 | 145'240 | 138'238 USD | 139'470 USD | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 147'492 | 147'492 | 144'279 USD | 145'462 USD | 100.00% | 100.00% |
08.11.2024 | 1.02% | 100.20 % | 101.20 % | 500'000 | 500'000 | 146'627 | 146'627 | 147'177 USD | 148'650 USD | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 148'534 | 148'534 | 149'688 USD | 151'174 USD | 97.89% | 97.89% |