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 | 0.51% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'324 USD | 490'662 USD | 99.38% | 99.38% |
19.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'260 USD | 492'130 USD | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'462 USD | 490'731 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'776 USD | 490'888 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.85 % | 98.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'172 USD | 490'586 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'964 USD | 490'482 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.95 % | 98.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'119 USD | 493'560 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.30 % | 98.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'764 USD | 495'382 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'812 USD | 495'906 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'860 USD | 500'430 USD | 98.78% | 98.78% |