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% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'141 USD | 479'570 USD | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'841 USD | 481'421 USD | 99.38% | 99.38% |
18.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'612 USD | 480'806 USD | 99.38% | 99.38% |
15.11.2024 | 0.52% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 951'114 USD | 478'057 USD | 99.38% | 99.38% |
14.11.2024 | 0.52% | 95.30 % | 95.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'201 USD | 480'601 USD | 99.38% | 99.38% |
13.11.2024 | 0.52% | 95.40 % | 95.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'500 USD | 479'750 USD | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'115 USD | 483'558 USD | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.30 % | 96.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'416 USD | 485'208 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.80 % | 97.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'550 USD | 486'275 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'400 USD | 487'700 USD | 98.78% | 98.78% |