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 | 0.49% | 102.05 % | 102.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020'970 USD | 512'984 USD | 97.31% | 97.31% |
19.11.2024 | 0.49% | 101.85 % | 102.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'050 USD | 510'525 USD | 99.36% | 99.36% |
18.11.2024 | 0.49% | 101.75 % | 102.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'730 USD | 511'363 USD | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.60 % | 102.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'200 USD | 510'600 USD | 99.37% | 99.37% |
14.11.2024 | 0.49% | 102.00 % | 102.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'019'520 USD | 512'262 USD | 99.37% | 99.37% |
13.11.2024 | 0.49% | 101.95 % | 102.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018'100 USD | 511'550 USD | 99.37% | 99.37% |
12.11.2024 | 0.49% | 101.70 % | 102.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'015'310 USD | 510'153 USD | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.95 % | 102.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'021'270 USD | 513'135 USD | 99.38% | 99.38% |
08.11.2024 | 0.49% | 102.00 % | 102.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'011'770 USD | 508'386 USD | 99.38% | 99.38% |
07.11.2024 | 0.49% | 102.00 % | 102.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020'810 USD | 512'906 USD | 98.97% | 98.97% |