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% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'500 USD | 495'750 USD | 97.17% | 97.17% |
19.11.2024 | 0.51% | 98.60 % | 99.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'481 USD | 495'741 USD | 99.36% | 99.36% |
18.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'000 USD | 495'000 USD | 97.16% | 97.16% |
15.11.2024 | 0.51% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'500 USD | 495'750 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'546 USD | 495'273 USD | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.50 % | 99.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'211 USD | 494'605 USD | 98.10% | 98.10% |
12.11.2024 | 0.51% | 98.05 % | 98.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 980'423 USD | 492'712 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'267 USD | 493'633 USD | 99.38% | 99.38% |
08.11.2024 | 0.51% | 98.25 % | 98.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'170 USD | 493'585 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'445 USD | 494'722 USD | 95.06% | 95.06% |