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 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 27'241 | 27'241 | 25'797 USD | 26'070 USD | 97.86% | 97.86% |
19.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'874 USD | 95'874 USD | 12.45% | 12.45% |
18.11.2024 | 1.05% | 94.60 % | 95.60 % | 100'000 | 100'000 | 27'304 | 27'304 | 25'832 USD | 26'105 USD | 97.51% | 97.51% |
15.11.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'716 USD | 25'987 USD | 98.77% | 98.77% |
14.11.2024 | 1.04% | 95.35 % | 96.35 % | 100'000 | 100'000 | 26'961 | 26'961 | 25'716 USD | 25'985 USD | 99.48% | 99.48% |
13.11.2024 | 1.05% | 95.10 % | 96.10 % | 100'000 | 100'000 | 29'009 | 29'009 | 27'575 USD | 27'865 USD | 88.76% | 88.76% |
12.11.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 27'148 | 27'148 | 25'888 USD | 26'159 USD | 98.40% | 98.40% |
11.11.2024 | 1.04% | 95.35 % | 96.35 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'535 USD | 9'635 USD | 88.19% | 88.19% |
08.11.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 27'158 | 27'158 | 25'942 USD | 26'213 USD | 98.34% | 98.34% |
07.11.2024 | 1.04% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'229 USD | 96'229 USD | 13.83% | 13.83% |