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% | 95.25 % | 95.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'383 USD | 478'692 USD | 99.38% | 99.38% |
19.11.2024 | 0.53% | 94.05 % | 94.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'818 USD | 473'409 USD | 99.38% | 99.38% |
18.11.2024 | 0.52% | 94.30 % | 94.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 952'360 USD | 478'680 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'507 USD | 490'253 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'265 USD | 495'633 USD | 99.38% | 99.38% |
13.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'411 USD | 498'705 USD | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'282 USD | 497'141 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'386 USD | 497'693 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'576 USD | 496'788 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'381 USD | 493'190 USD | 98.78% | 98.78% |