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 | 0.53% | 93.20 % | 93.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 932'724 USD | 468'862 USD | 97.24% | 97.24% |
19.11.2024 | 0.54% | 92.55 % | 93.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'346 USD | 466'173 USD | 95.87% | 95.87% |
18.11.2024 | 0.54% | 92.80 % | 93.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 926'696 USD | 465'848 USD | 99.37% | 99.37% |
15.11.2024 | 0.52% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'448 USD | 479'224 USD | 99.37% | 99.37% |
14.11.2024 | 0.51% | 96.95 % | 97.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'615 USD | 487'307 USD | 99.37% | 99.37% |
13.11.2024 | 0.52% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 962'131 USD | 483'566 USD | 99.37% | 99.37% |
12.11.2024 | 0.52% | 95.95 % | 96.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'754 USD | 483'377 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'917 USD | 486'958 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 96.60 % | 97.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'976 USD | 487'488 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 970'323 USD | 487'661 USD | 98.97% | 98.97% |