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 | 1.08% | 91.90 % | 92.90 % | 500'000 | 500'000 | 143'565 | 143'565 | 132'557 USD | 133'993 USD | 97.94% | 97.94% |
19.11.2024 | 1.09% | 92.20 % | 93.20 % | 500'000 | 500'000 | 146'725 | 146'725 | 135'406 USD | 136'879 USD | 100.00% | 100.00% |
18.11.2024 | 0.90% | 93.90 % | 94.70 % | 500'000 | 500'000 | 145'460 | 145'460 | 135'711 USD | 136'887 USD | 100.00% | 100.00% |
15.11.2024 | 0.85% | 92.30 % | 93.10 % | 500'000 | 500'000 | 148'228 | 148'096 | 137'566 USD | 138'627 USD | 100.00% | 100.00% |
14.11.2024 | 1.13% | 93.40 % | 94.40 % | 500'000 | 500'000 | 144'132 | 144'132 | 134'142 USD | 135'602 USD | 100.00% | 100.00% |
13.11.2024 | 1.07% | 94.00 % | 95.00 % | 500'000 | 500'000 | 148'120 | 148'120 | 138'851 USD | 140'333 USD | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.90 % | 93.70 % | 500'000 | 500'000 | 148'110 | 148'110 | 138'516 USD | 139'701 USD | 100.00% | 100.00% |
11.11.2024 | 0.86% | 95.70 % | 96.50 % | 500'000 | 500'000 | 147'935 | 147'935 | 140'080 USD | 141'267 USD | 99.58% | 99.58% |
08.11.2024 | 1.08% | 93.20 % | 94.20 % | 500'000 | 500'000 | 146'496 | 146'496 | 137'137 USD | 138'609 USD | 100.00% | 100.00% |
07.11.2024 | 1.05% | 96.20 % | 97.20 % | 500'000 | 500'000 | 148'850 | 148'850 | 141'826 USD | 143'314 USD | 99.23% | 99.23% |