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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.54% | 92.25 % | 92.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'674 USD | 464'837 USD | 60.59% | 67.45% |
27.12.2024 | 0.54% | 92.35 % | 92.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'834 USD | 465'917 USD | 80.95% | 80.95% |
23.12.2024 | 0.54% | 91.35 % | 91.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 921'879 USD | 463'440 USD | 96.16% | 96.16% |
20.12.2024 | 0.54% | 91.95 % | 92.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'383 USD | 461'191 USD | 99.37% | 99.37% |
19.12.2024 | 0.54% | 92.45 % | 92.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'528 USD | 465'264 USD | 98.05% | 98.05% |
18.12.2024 | 0.53% | 93.85 % | 94.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 937'596 USD | 471'298 USD | 99.36% | 99.36% |
17.12.2024 | 0.54% | 92.70 % | 93.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'371 USD | 466'186 USD | 99.37% | 99.37% |
16.12.2024 | 0.53% | 93.55 % | 94.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'109 USD | 470'055 USD | 99.37% | 99.37% |
13.12.2024 | 0.53% | 94.00 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'014 USD | 473'007 USD | 99.37% | 99.37% |
12.12.2024 | 0.53% | 93.75 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'002 USD | 470'001 USD | 99.37% | 99.37% |