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 | 0.53% | 93.00 % | 93.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 934'916 USD | 469'958 USD | 99.38% | 99.38% |
19.11.2024 | 0.53% | 93.35 % | 93.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 936'836 USD | 470'918 USD | 99.38% | 99.38% |
18.11.2024 | 0.53% | 94.25 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 943'905 USD | 474'453 USD | 99.38% | 99.38% |
15.11.2024 | 0.52% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'243 USD | 479'121 USD | 99.38% | 99.38% |
14.11.2024 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'730 USD | 482'865 USD | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'383 USD | 482'691 USD | 99.38% | 99.38% |
12.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'971 USD | 485'986 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'525 USD | 488'262 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.00 % | 97.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'261 USD | 487'130 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'505 USD | 488'753 USD | 98.78% | 98.78% |