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% | 93.70 % | 94.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'208 USD | 470'104 USD | 99.38% | 99.38% |
19.11.2024 | 0.54% | 92.70 % | 93.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 929'905 USD | 467'452 USD | 99.38% | 99.38% |
18.11.2024 | 0.53% | 92.85 % | 93.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 939'246 USD | 472'123 USD | 99.38% | 99.38% |
15.11.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'620 USD | 483'310 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'889 USD | 489'945 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 977'879 USD | 491'439 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'663 USD | 492'331 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'309 USD | 492'654 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'015 USD | 490'507 USD | 99.38% | 99.38% |
07.11.2024 | 0.52% | 97.15 % | 97.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'030 USD | 486'515 USD | 98.78% | 98.78% |