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 | 0.97% | 102.70 % | 103.70 % | 100'000 | 100'000 | 27'241 | 27'241 | 28'023 USD | 28'295 USD | 97.86% | 97.86% |
19.11.2024 | 0.97% | 103.10 % | 104.10 % | 100'000 | 100'000 | 27'865 | 27'865 | 28'711 USD | 28'990 USD | 94.45% | 94.45% |
18.11.2024 | 0.96% | 102.90 % | 103.90 % | 100'000 | 100'000 | 27'304 | 27'304 | 28'224 USD | 28'497 USD | 97.51% | 97.51% |
15.11.2024 | 0.97% | 103.00 % | 104.00 % | 100'000 | 100'000 | 27'083 | 27'083 | 27'893 USD | 28'164 USD | 98.77% | 98.77% |
14.11.2024 | 0.96% | 103.40 % | 104.40 % | 100'000 | 100'000 | 26'961 | 26'961 | 27'929 USD | 28'198 USD | 99.48% | 99.48% |
13.11.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 28'854 | 28'854 | 30'043 USD | 30'332 USD | 89.49% | 89.49% |
12.11.2024 | 0.96% | 104.00 % | 105.00 % | 100'000 | 100'000 | 27'148 | 27'148 | 28'224 USD | 28'496 USD | 98.40% | 98.40% |
11.11.2024 | 0.95% | 104.30 % | 105.30 % | 10'000 | 10'000 | 10'000 | 10'000 | 10'430 USD | 10'530 USD | 88.19% | 88.19% |
08.11.2024 | 0.97% | 103.20 % | 104.20 % | 100'000 | 100'000 | 27'158 | 27'158 | 28'068 USD | 28'340 USD | 98.34% | 98.34% |
07.11.2024 | 0.97% | 102.90 % | 103.90 % | 100'000 | 100'000 | 23'700 | 23'700 | 24'332 USD | 24'569 USD | 92.28% | 92.28% |