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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.54% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'400 USD | 466'200 USD | 99.38% | 99.38% |
20.11.2024 | 0.55% | 91.20 % | 91.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 911'824 USD | 458'412 USD | 99.38% | 99.38% |
19.11.2024 | 0.55% | 90.80 % | 91.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 912'694 USD | 458'847 USD | 98.20% | 98.20% |
18.11.2024 | 0.55% | 90.40 % | 90.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 905'736 USD | 455'368 USD | 99.38% | 99.38% |
15.11.2024 | 0.54% | 90.95 % | 91.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 916'750 USD | 460'875 USD | 99.38% | 99.38% |
14.11.2024 | 0.54% | 92.40 % | 92.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'113 USD | 464'556 USD | 99.38% | 99.38% |
13.11.2024 | 0.54% | 92.45 % | 92.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 922'897 USD | 463'948 USD | 99.38% | 99.38% |
12.11.2024 | 0.53% | 93.35 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 937'148 USD | 471'074 USD | 99.38% | 99.38% |
11.11.2024 | 0.53% | 93.75 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'412 USD | 475'206 USD | 99.38% | 99.38% |
08.11.2024 | 0.53% | 94.40 % | 94.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'415 USD | 472'707 USD | 99.38% | 99.38% |