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 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'704 USD | 495'852 USD | 97.26% | 97.26% |
19.11.2024 | 0.51% | 98.45 % | 98.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'662 USD | 495'331 USD | 99.37% | 99.37% |
18.11.2024 | 0.51% | 98.00 % | 98.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'502 USD | 492'251 USD | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.35 % | 99.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'598 USD | 499'299 USD | 99.37% | 99.37% |
14.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'103 USD | 500'552 USD | 97.71% | 97.71% |
13.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'322 USD | 499'661 USD | 99.37% | 99.37% |
12.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'914 USD | 499'957 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 987'002 USD | 496'001 USD | 98.65% | 98.65% |
08.11.2024 | 0.52% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'835 USD | 485'917 USD | 85.37% | 85.37% |
07.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 988'215 USD | 496'608 USD | 95.51% | 95.51% |