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 | 0.52% | 95.65 % | 96.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'075 USD | 481'037 USD | 95.77% | 95.77% |
19.11.2024 | 0.52% | 95.45 % | 95.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'229 USD | 480'115 USD | 98.21% | 98.21% |
18.11.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'537 USD | 480'768 USD | 98.40% | 98.40% |
15.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'671 USD | 481'336 USD | 98.86% | 98.86% |
14.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'444 USD | 481'722 USD | 98.71% | 98.71% |
13.11.2024 | 0.52% | 95.15 % | 95.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'766 USD | 478'383 USD | 99.14% | 99.14% |
12.11.2024 | 0.52% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'460 USD | 481'730 USD | 98.55% | 98.55% |
11.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'605 USD | 485'802 USD | 97.88% | 97.88% |
08.11.2024 | 0.52% | 96.30 % | 96.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'793 USD | 484'897 USD | 98.69% | 98.69% |
07.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'884 USD | 485'942 USD | 98.59% | 98.59% |