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 | 1.55% | 63.20 % | 64.20 % | 100'000 | 100'000 | 31'224 | 31'224 | 19'707 USD | 20'020 USD | 58.01% | 58.01% |
19.11.2024 | 1.61% | 64.65 % | 65.65 % | 100'000 | 100'000 | 93'319 | 93'319 | 58'189 USD | 59'123 USD | 10.19% | 48.13% |
18.11.2024 | 1.94% | 54.40 % | 55.40 % | 100'000 | 100'000 | 21'934 | 21'935 | 11'484 USD | 11'704 USD | 83.08% | 86.72% |
15.11.2024 | 1.97% | 49.30 % | 50.30 % | 100'000 | 100'000 | 87'472 | 87'472 | 43'902 USD | 44'777 USD | 16.27% | 16.27% |
14.11.2024 | 1.81% | 52.45 % | 53.45 % | 100'000 | 100'000 | 24'602 | 24'602 | 13'113 USD | 13'359 USD | 65.41% | 65.41% |
13.11.2024 | 1.75% | 56.50 % | 57.50 % | 100'000 | 100'000 | 90'529 | 90'529 | 51'325 USD | 52'230 USD | 15.06% | 15.06% |
12.11.2024 | 1.69% | 58.60 % | 59.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 58'709 USD | 59'709 USD | 8.35% | 8.35% |
11.11.2024 | 1.59% | 57.95 % | 58.95 % | 100'000 | 100'000 | 13'494 | 13'494 | 8'250 USD | 8'385 USD | 87.24% | 87.24% |
08.11.2024 | 1.56% | 63.15 % | 64.15 % | 100'000 | 100'000 | 51'939 | 51'939 | 32'626 USD | 33'146 USD | 32.78% | 32.78% |
07.11.2024 | 1.65% | 62.90 % | 63.90 % | 100'000 | 100'000 | 29'320 | 29'320 | 18'055 USD | 18'348 USD | 49.66% | 49.66% |