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 | 0.62% | 97.60 % | 98.10 % | 500'000 | 500'000 | 145'658 | 145'658 | 142'468 USD | 143'243 USD | 99.01% | 99.01% |
19.11.2024 | 0.62% | 97.20 % | 97.70 % | 500'000 | 500'000 | 145'219 | 145'219 | 141'379 USD | 142'151 USD | 99.43% | 99.43% |
18.11.2024 | 0.63% | 97.00 % | 97.50 % | 500'000 | 500'000 | 144'930 | 144'930 | 140'157 USD | 140'931 USD | 99.78% | 99.78% |
15.11.2024 | 0.62% | 96.00 % | 96.50 % | 500'000 | 500'000 | 143'985 | 143'985 | 137'910 USD | 138'673 USD | 99.04% | 99.04% |
14.11.2024 | 0.63% | 95.80 % | 96.30 % | 500'000 | 500'000 | 145'418 | 145'417 | 139'062 USD | 139'834 USD | 99.10% | 99.10% |
13.11.2024 | 2.34% | 96.20 % | 96.70 % | 500'000 | 500'000 | 145'558 | 145'558 | 140'269 USD | 141'874 USD | 99.47% | 99.47% |
12.11.2024 | 1.75% | 96.60 % | 97.10 % | 500'000 | 500'000 | 129'894 | 129'894 | 125'844 USD | 126'813 USD | 98.76% | 98.76% |
11.11.2024 | 0.52% | 97.90 % | 98.40 % | 500'000 | 500'000 | 144'700 | 144'700 | 142'243 USD | 142'970 USD | 99.87% | 99.87% |
08.11.2024 | 0.54% | 99.20 % | 99.70 % | 500'000 | 500'000 | 143'862 | 143'862 | 142'650 USD | 143'377 USD | 100.00% | 100.00% |
07.11.2024 | 0.52% | 99.20 % | 99.70 % | 500'000 | 500'000 | 145'706 | 145'706 | 144'371 USD | 145'103 USD | 99.11% | 99.11% |