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 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'032 USD | 25'304 USD | 97.86% | 97.86% |
19.11.2024 | 1.09% | 91.55 % | 92.55 % | 100'000 | 100'000 | 27'865 | 27'865 | 25'523 USD | 25'801 USD | 94.45% | 94.45% |
18.11.2024 | 1.10% | 90.85 % | 91.85 % | 100'000 | 100'000 | 27'306 | 27'306 | 24'749 USD | 25'022 USD | 97.50% | 97.50% |
15.11.2024 | 1.09% | 90.30 % | 91.30 % | 100'000 | 100'000 | 27'083 | 27'083 | 24'557 USD | 24'828 USD | 98.77% | 98.77% |
14.11.2024 | 1.10% | 90.35 % | 91.35 % | 100'000 | 100'000 | 63'661 | 63'661 | 57'648 USD | 58'285 USD | 28.52% | 28.52% |
13.11.2024 | 1.09% | 90.55 % | 91.55 % | 100'000 | 100'000 | 28'832 | 28'832 | 26'159 USD | 26'447 USD | 89.59% | 89.59% |
12.11.2024 | 1.09% | 91.05 % | 92.05 % | 100'000 | 100'000 | 27'148 | 27'148 | 24'760 USD | 25'031 USD | 98.40% | 98.40% |
11.11.2024 | 1.06% | 93.80 % | 94.80 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'380 USD | 9'480 USD | 88.18% | 88.18% |
08.11.2024 | 1.06% | 93.65 % | 94.65 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'492 USD | 25'764 USD | 98.34% | 98.34% |
07.11.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'747 USD | 95'747 USD | 13.73% | 13.73% |