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 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'381 USD | 498'190 USD | 92.65% | 92.65% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'595 USD | 499'298 USD | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'241 USD | 497'620 USD | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.75 % | 99.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'540 USD | 495'770 USD | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'467 USD | 493'734 USD | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'626 USD | 495'813 USD | 99.37% | 99.37% |
12.11.2024 | 0.50% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'140 USD | 496'570 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'565 USD | 495'783 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'783 USD | 495'391 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.40 % | 98.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'413 USD | 495'707 USD | 98.96% | 98.96% |