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 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'802 USD | 26'074 USD | 97.86% | 97.86% |
19.11.2024 | 1.06% | 94.65 % | 95.65 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'284 USD | 26'563 USD | 94.45% | 94.45% |
18.11.2024 | 1.07% | 93.30 % | 94.30 % | 100'000 | 100'000 | 27'302 | 27'302 | 25'464 USD | 25'737 USD | 97.52% | 97.52% |
15.11.2024 | 1.08% | 92.25 % | 93.25 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'009 USD | 25'280 USD | 98.77% | 98.77% |
14.11.2024 | 1.07% | 92.85 % | 93.85 % | 100'000 | 100'000 | 63'663 | 63'663 | 59'141 USD | 59'778 USD | 28.52% | 28.52% |
13.11.2024 | 1.07% | 92.60 % | 93.60 % | 100'000 | 100'000 | 28'832 | 28'832 | 26'769 USD | 27'057 USD | 89.59% | 89.59% |
12.11.2024 | 1.06% | 93.50 % | 94.50 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'414 USD | 25'686 USD | 98.40% | 98.40% |
11.11.2024 | 1.04% | 96.05 % | 97.05 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'605 USD | 9'705 USD | 88.18% | 88.18% |
08.11.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'062 USD | 26'333 USD | 98.34% | 98.34% |
07.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'882 USD | 96'882 USD | 13.87% | 13.87% |