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 | 1.03% | 99.05 % | 100.00 % | 100'000 | 100'000 | 25'325 | 25'325 | 25'123 USD | 25'382 USD | 54.82% | 54.82% |
19.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 25'652 | 25'652 | 25'370 USD | 25'627 USD | 64.86% | 64.86% |
18.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 31'665 | 31'665 | 31'051 USD | 31'367 USD | 51.65% | 51.65% |
15.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 34'613 | 34'613 | 34'178 USD | 34'525 USD | 36.86% | 36.86% |
14.11.2024 | 1.03% | 99.20 % | 100.20 % | 100'000 | 100'000 | 26'688 | 26'688 | 26'487 USD | 26'759 USD | 47.39% | 47.39% |
13.11.2024 | 1.02% | 99.25 % | 100.30 % | 100'000 | 100'000 | 34'851 | 34'851 | 34'611 USD | 34'968 USD | 47.64% | 47.64% |
12.11.2024 | 1.03% | 99.20 % | 100.20 % | 100'000 | 100'000 | 23'341 | 23'341 | 23'148 USD | 23'387 USD | 59.37% | 59.37% |
11.11.2024 | 1.00% | 99.20 % | 100.20 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'920 USD | 10'020 USD | 88.03% | 88.03% |
08.11.2024 | 1.04% | 99.20 % | 100.20 % | 100'000 | 100'000 | 27'286 | 27'286 | 27'059 USD | 27'339 USD | 49.48% | 49.48% |
07.11.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 21'119 | 21'119 | 20'922 USD | 21'136 USD | 90.14% | 90.14% |