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% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'418 USD | 496'209 USD | 99.38% | 99.38% |
19.11.2024 | 0.51% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'946 USD | 494'473 USD | 99.38% | 99.38% |
18.11.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'415 USD | 490'207 USD | 99.38% | 99.38% |
15.11.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'079 USD | 492'039 USD | 99.37% | 99.37% |
14.11.2024 | 0.50% | 99.65 % | 100.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'223 USD | 500'611 USD | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.75 % | 100.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'946 USD | 498'473 USD | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'745 USD | 498'873 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'059 USD | 499'530 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.80 % | 100.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'819 USD | 501'409 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.20 % | 99.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'400 USD | 496'700 USD | 98.78% | 98.78% |