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 | 0.82% | 104.90 % | 105.70 % | 500'000 | 500'000 | 141'752 | 141'752 | 148'690 USD | 149'827 USD | 97.95% | 97.95% |
19.11.2024 | 0.98% | 104.70 % | 105.70 % | 500'000 | 500'000 | 146'341 | 146'341 | 153'205 USD | 154'677 USD | 100.00% | 100.00% |
18.11.2024 | 0.99% | 104.70 % | 105.70 % | 500'000 | 500'000 | 145'586 | 145'586 | 152'322 USD | 153'789 USD | 100.00% | 100.00% |
15.11.2024 | 0.78% | 104.70 % | 105.50 % | 500'000 | 500'000 | 146'975 | 146'975 | 153'891 USD | 155'072 USD | 100.00% | 100.00% |
14.11.2024 | 0.84% | 104.80 % | 105.60 % | 500'000 | 500'000 | 117'414 | 117'414 | 123'020 USD | 123'980 USD | 92.02% | 92.02% |
13.11.2024 | 1.51% | 104.30 % | 105.90 % | 50'000 | 50'000 | 48'410 | 48'410 | 50'456 USD | 51'220 USD | 37.94% | 37.94% |
12.11.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'095 | 148'095 | 153'749 USD | 155'231 USD | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 148'318 | 148'318 | 154'033 USD | 155'219 USD | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 147'955 | 147'955 | 153'281 USD | 154'466 USD | 100.00% | 100.00% |
07.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 148'913 | 148'913 | 153'819 USD | 155'308 USD | 99.24% | 99.24% |