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% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'876 USD | 484'438 USD | 92.93% | 92.93% |
19.11.2024 | 0.52% | 96.45 % | 96.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'981 USD | 485'990 USD | 96.94% | 96.94% |
18.11.2024 | 0.52% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'517 USD | 485'258 USD | 98.50% | 98.50% |
15.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'599 USD | 491'800 USD | 93.15% | 93.15% |
14.11.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'721 USD | 488'861 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'046 USD | 487'523 USD | 91.43% | 91.43% |
12.11.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'577 USD | 485'288 USD | 81.39% | 81.39% |
11.11.2024 | 0.52% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'395 USD | 486'197 USD | 83.67% | 83.67% |
08.11.2024 | 0.51% | 97.75 % | 98.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'573 USD | 494'286 USD | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'247 USD | 495'624 USD | 98.96% | 98.96% |