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% | 93.80 % | 94.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'644 USD | 471'822 USD | 99.36% | 99.36% |
19.11.2024 | 0.54% | 93.55 % | 94.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 928'307 USD | 466'654 USD | 99.38% | 99.38% |
18.11.2024 | 0.54% | 92.70 % | 93.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'733 USD | 462'366 USD | 99.38% | 99.38% |
15.11.2024 | 0.55% | 91.60 % | 92.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 914'544 USD | 459'772 USD | 99.38% | 99.38% |
14.11.2024 | 0.54% | 92.45 % | 92.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'428 USD | 465'714 USD | 99.38% | 99.38% |
13.11.2024 | 0.53% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'815 USD | 471'907 USD | 99.38% | 99.38% |
12.11.2024 | 0.53% | 93.70 % | 94.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 944'653 USD | 474'826 USD | 99.38% | 99.38% |
11.11.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'814 USD | 479'407 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'788 USD | 477'894 USD | 99.38% | 99.38% |
07.11.2024 | 0.53% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 945'682 USD | 475'341 USD | 98.78% | 98.78% |